+3,874.2%
MSI vs EVRG
+2,068.9%
+1,805.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -3.7% | +1.1% | -4.8% | -4.1% |
| 30D | +6.8% | -1.0% | +7.8% | +7.2% |
| 3M | +14.3% | +0.4% | +13.9% | +13.9% |
| 6M | -1.6% | -0.8% | -0.7% | -1.4% |
| YTD | +22.8% | +15.3% | +7.5% | +15.4% |
| 1Y | -1.1% | +17.9% | -19.0% | -8.0% |
| 3Y | +70.5% | +71.9% | -1.5% | +33.9% |
| 5Y | +102.8% | +45.3% | +57.5% | +69.7% |
| 10Y | +597.4% | +113.1% | +484.4% | +382.3% |
| All | +3,874.2% | +2,068.9% | +1,805.3% | +946.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling