+804.3%
MSI vs ETSY
+146.8%
+657.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.8% | -0.2% |
| 7D | -3.7% | -8.5% | +4.8% | -2.9% |
| 30D | +6.8% | -10.9% | +17.7% | +7.9% |
| 3M | +14.3% | +14.1% | +0.2% | +12.5% |
| 6M | -1.6% | +37.5% | -39.1% | -5.4% |
| YTD | +22.8% | +38.0% | -15.2% | +17.7% |
| 1Y | -1.1% | +46.5% | -47.6% | -6.5% |
| 3Y | +70.5% | +2.5% | +68.0% | +64.0% |
| 5Y | +102.8% | -65.3% | +168.1% | +110.5% |
| 10Y | +597.4% | +451.6% | +145.8% | +449.3% |
| All | +804.3% | +146.8% | +657.5% | +603.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling