-2.7%
MSI vs ESI
+38.0%
-40.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | -4.0% | +3.9% | -7.9% | -3.9% |
| 30D | -0.5% | -3.8% | +3.3% | -0.6% |
| 3M | +11.4% | -13.1% | +24.5% | +11.1% |
| 6M | +1.0% | +11.3% | -10.4% | -1.1% |
| YTD | +20.7% | +44.1% | -23.4% | +17.1% |
| 1Y | -2.7% | +40.3% | -43.0% | -5.7% |
| All | -2.7% | +38.0% | -40.7% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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