+101.5%
MSI vs ESI
+76.4%
+25.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.4% |
| 7D | -3.7% | +3.3% | -7.0% | -4.3% |
| 30D | +6.8% | -5.9% | +12.7% | +7.9% |
| 3M | +14.3% | -14.1% | +28.4% | +16.6% |
| 6M | -1.6% | +6.6% | -8.1% | -5.6% |
| YTD | +22.8% | +45.0% | -22.2% | +8.2% |
| 1Y | -1.1% | +41.5% | -42.6% | -12.8% |
| 3Y | +70.5% | +78.8% | -8.3% | +34.2% |
| All | +101.5% | +76.4% | +25.0% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling