+78.5%
MSI vs ETR
+155.6%
-77.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +7.7% | +0.1% | +7.6% | +7.7% |
| 30D | +19.9% | +7.7% | +12.2% | +18.3% |
| 3M | +14.9% | +5.7% | +9.2% | +13.7% |
| 6M | +37.2% | -0.3% | +37.5% | +37.1% |
| YTD | +40.8% | +23.4% | +17.4% | +35.0% |
| 1Y | +38.1% | +18.5% | +19.6% | +33.4% |
| All | +78.5% | +155.6% | -77.1% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling