+35.4%
MSI vs ES
-0.1%
+35.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +7.4% | +0.9% | +6.6% | +7.3% |
| 30D | +18.7% | +5.9% | +12.8% | +17.6% |
| 3M | +14.5% | -1.0% | +15.5% | +14.5% |
| 6M | +38.1% | +7.2% | +30.9% | +36.5% |
| YTD | +38.7% | +7.0% | +31.7% | +37.8% |
| 1Y | +35.4% | +0.5% | +35.0% | +34.5% |
| All | +35.4% | -0.1% | +35.5% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling