+4,456.3%
MSI vs ETR
+4,610.8%
-154.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +7.7% | +0.1% | +7.6% | +7.6% |
| 30D | +19.9% | +7.7% | +12.2% | +16.8% |
| 3M | +14.9% | +5.7% | +9.2% | +12.6% |
| 6M | +37.2% | -0.3% | +37.5% | +36.9% |
| YTD | +40.8% | +23.4% | +17.4% | +29.9% |
| 1Y | +38.1% | +18.5% | +19.6% | +29.2% |
| 3Y | +77.7% | +155.6% | -77.9% | +24.1% |
| 5Y | +129.0% | +158.7% | -29.7% | +57.6% |
| 10Y | +671.3% | +377.8% | +293.5% | +322.6% |
| All | +4,456.3% | +4,610.8% | -154.5% | +1,300.2% |
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