+638.9%
MSI vs ET
+1,435.0%
-796.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -3.7% | +0.9% | -4.6% | -3.9% |
| 30D | +6.8% | +7.5% | -0.6% | +5.1% |
| 3M | +14.3% | +11.4% | +2.9% | +11.5% |
| 6M | -1.6% | +18.5% | -20.1% | -5.4% |
| YTD | +22.8% | +37.4% | -14.6% | +14.2% |
| 1Y | -1.1% | +30.9% | -32.0% | -7.2% |
| 3Y | +70.5% | +98.7% | -28.3% | +44.7% |
| 5Y | +102.8% | +230.7% | -127.9% | +52.0% |
| 10Y | +597.4% | +175.6% | +421.8% | +401.8% |
| All | +638.9% | +1,435.0% | -796.1% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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