+4,389.5%
MSI vs ES
+1,231.7%
+3,157.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +7.4% | +0.9% | +6.6% | +7.1% |
| 30D | +18.7% | +5.9% | +12.8% | +16.2% |
| 3M | +14.5% | -1.0% | +15.5% | +14.7% |
| 6M | +38.1% | +7.2% | +30.9% | +34.2% |
| YTD | +38.7% | +7.0% | +31.7% | +34.5% |
| 1Y | +35.4% | +0.5% | +35.0% | +33.7% |
| 3Y | +75.1% | +48.7% | +26.4% | +45.9% |
| 5Y | +126.4% | +1.9% | +124.5% | +115.5% |
| 10Y | +671.4% | +89.2% | +582.2% | +473.8% |
| All | +4,389.5% | +1,231.7% | +3,157.8% | +1,596.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling