+118.9%
MSI vs ES
+1.4%
+117.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.3% |
| 7D | +4.7% | +1.9% | +2.8% | +4.2% |
| 30D | +14.8% | +7.1% | +7.7% | +12.7% |
| 3M | +8.8% | -1.9% | +10.8% | +9.2% |
| 6M | +19.3% | +4.4% | +15.0% | +17.7% |
| YTD | +35.3% | +7.3% | +28.0% | +32.3% |
| 1Y | +33.8% | +2.1% | +31.6% | +32.0% |
| 3Y | +74.4% | +41.8% | +32.6% | +51.4% |
| All | +118.9% | +1.4% | +117.5% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling