+3,874.2%
MSI vs ETR
+4,412.2%
-538.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -3.7% | +1.4% | -5.1% | -4.2% |
| 30D | +6.8% | +1.0% | +5.8% | +6.4% |
| 3M | +14.3% | -1.3% | +15.6% | +14.6% |
| 6M | -1.6% | +1.9% | -3.5% | -2.8% |
| YTD | +22.8% | +18.2% | +4.6% | +15.1% |
| 1Y | -1.1% | +24.7% | -25.8% | -9.2% |
| 3Y | +70.5% | +150.7% | -80.2% | +19.8% |
| 5Y | +102.8% | +127.0% | -24.2% | +46.1% |
| 10Y | +597.4% | +295.5% | +302.0% | +307.0% |
| All | +3,874.2% | +4,412.2% | -538.0% | +1,141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling