+595.0%
MSI vs HDB
+34.0%
+561.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.2% |
| 7D | -5.8% | -2.0% | -3.7% | -5.2% |
| 30D | -1.0% | -4.9% | +3.9% | +0.4% |
| 3M | +14.2% | -2.3% | +16.5% | +14.4% |
| 6M | +1.0% | -23.7% | +24.8% | +8.4% |
| YTD | +21.5% | -38.5% | +59.9% | +38.5% |
| 1Y | -2.1% | -36.5% | +34.3% | +10.3% |
| 3Y | +69.3% | -28.5% | +97.8% | +80.1% |
| 5Y | +99.3% | -37.4% | +136.7% | +117.2% |
| 10Y | +595.0% | +34.0% | +561.0% | +468.0% |
| All | +595.0% | +34.0% | +561.0% | +468.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling