+36.9%
MSI vs HBM
+31.2%
+5.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | +2.6% | +5.1% | -2.5% | +2.7% |
| 30D | +18.1% | -15.8% | +33.9% | +17.8% |
| 3M | +13.2% | -22.4% | +35.6% | +12.9% |
| 6M | +36.3% | -20.2% | +56.5% | +36.5% |
| YTD | +39.5% | +9.0% | +30.5% | +36.1% |
| 1Y | +36.9% | +27.4% | +9.5% | +31.1% |
| All | +36.9% | +31.2% | +5.7% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling