+126.4%
MSI vs HBM
+215.2%
-88.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.1% |
| 7D | +7.4% | +2.4% | +5.0% | +7.2% |
| 30D | +18.7% | -16.0% | +34.7% | +20.0% |
| 3M | +14.5% | -21.3% | +35.8% | +16.0% |
| 6M | +38.1% | -12.2% | +50.3% | +38.1% |
| YTD | +38.7% | +10.7% | +28.0% | +34.6% |
| 1Y | +35.4% | +30.3% | +5.1% | +29.2% |
| 3Y | +75.1% | +432.2% | -357.1% | +37.4% |
| 5Y | +126.4% | +218.8% | -92.4% | +84.7% |
| All | +126.4% | +215.2% | -88.8% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling