+102.8%
MSI vs ETSY
-67.3%
+170.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -1.8% | -12.7% | +11.0% | -0.4% |
| 30D | -0.6% | -9.9% | +9.3% | +0.4% |
| 3M | +13.0% | +4.2% | +8.9% | +12.2% |
| 6M | +0.5% | +34.2% | -33.7% | -3.3% |
| YTD | +21.7% | +29.1% | -7.4% | +17.1% |
| 1Y | -2.6% | +23.8% | -26.4% | -6.6% |
| 3Y | +69.7% | +6.6% | +63.0% | +61.6% |
| 5Y | +102.8% | -67.0% | +169.8% | +112.5% |
| All | +102.8% | -67.3% | +170.1% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 5y: compounded portfolio wealth divided by compounded ETSY 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…
5y analysis · Full analysis span regression · 6 months rolling