+74.4%
MSI vs FIVE
+34.8%
+39.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +4.7% | -0.3% | +4.9% | +4.7% |
| 30D | +14.8% | +17.7% | -2.9% | +14.2% |
| 3M | +8.8% | +4.0% | +4.8% | +8.6% |
| 6M | +19.3% | +2.6% | +16.7% | +19.1% |
| YTD | +35.3% | +27.6% | +7.8% | +34.3% |
| 1Y | +33.8% | +59.9% | -26.2% | +31.9% |
| 3Y | +74.4% | +35.8% | +38.7% | +70.0% |
| All | +74.4% | +34.8% | +39.6% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling