+100.0%
MSI vs HBM
+392.2%
-292.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | -4.0% | +5.5% | -9.5% | -4.4% |
| 30D | -0.5% | +3.3% | -3.7% | -0.8% |
| 3M | +11.4% | +12.7% | -1.3% | +10.0% |
| 6M | +1.0% | +28.2% | -27.2% | -2.0% |
| YTD | +20.7% | +45.3% | -24.7% | +15.2% |
| 1Y | -2.7% | +121.7% | -124.4% | -11.2% |
| 3Y | +68.2% | +523.5% | -455.3% | +32.5% |
| 5Y | +100.0% | +393.9% | -293.9% | +57.3% |
| All | +100.0% | +392.2% | -292.3% | +57.3% |
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