+4,247.8%
MSI vs HBM
+471.0%
+3,776.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.3% |
| 7D | +7.4% | +2.4% | +5.0% | +7.0% |
| 30D | +18.7% | -16.0% | +34.7% | +20.8% |
| 3M | +14.5% | -21.3% | +35.8% | +17.0% |
| 6M | +38.1% | -12.2% | +50.3% | +38.1% |
| YTD | +38.7% | +10.7% | +28.0% | +33.3% |
| 1Y | +35.4% | +30.3% | +5.1% | +27.3% |
| 3Y | +75.1% | +432.2% | -357.1% | +32.5% |
| 5Y | +126.4% | +218.8% | -92.4% | +76.5% |
| 10Y | +671.4% | +281.4% | +390.0% | +414.3% |
| All | +4,247.8% | +471.0% | +3,776.8% | +1,811.9% |
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