+3,748.7%
MSI vs HBM
+613.3%
+3,135.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.8% |
| 7D | -3.7% | -6.4% | +2.7% | -3.0% |
| 30D | +6.8% | +5.9% | +0.9% | +5.9% |
| 3M | +14.3% | -8.9% | +23.2% | +14.6% |
| 6M | -1.6% | +10.7% | -12.2% | -4.3% |
| YTD | +22.8% | +38.3% | -15.5% | +15.5% |
| 1Y | -1.1% | +121.3% | -122.4% | -12.9% |
| 3Y | +70.5% | +450.6% | -380.1% | +29.1% |
| 5Y | +102.8% | +338.0% | -235.2% | +52.3% |
| 10Y | +597.4% | +578.6% | +18.8% | +331.8% |
| All | +3,748.7% | +613.3% | +3,135.4% | +1,556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling