+740.8%
MSI vs ET
+1,310.3%
-569.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.2% | +2.5% | +0.7% | +2.7% |
| 30D | +17.6% | -2.5% | +20.0% | +18.1% |
| 3M | +14.5% | -4.9% | +19.4% | +15.7% |
| 6M | +34.3% | -0.1% | +34.3% | +34.0% |
| YTD | +39.7% | +26.2% | +13.5% | +32.3% |
| 1Y | +40.2% | +25.2% | +15.0% | +32.9% |
| 3Y | +77.1% | +84.2% | -7.0% | +52.9% |
| 5Y | +124.0% | +216.1% | -92.0% | +70.0% |
| 10Y | +665.5% | +160.7% | +504.8% | +459.9% |
| All | +740.8% | +1,310.3% | -569.5% | +121.0% |
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