+597.6%
MSI vs EVRG
+113.2%
+484.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | -0.6% | 0.0% | -0.6% | -0.7% |
| 3M | +13.0% | -1.0% | +14.0% | +13.3% |
| 6M | +0.5% | +1.0% | -0.5% | -0.2% |
| YTD | +21.7% | +15.1% | +6.6% | +14.0% |
| 1Y | -2.6% | +17.6% | -20.2% | -9.7% |
| 3Y | +69.7% | +70.5% | -0.8% | +31.5% |
| 5Y | +102.8% | +48.9% | +53.9% | +66.0% |
| All | +597.6% | +113.2% | +484.4% | +396.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling