-2.7%
MSI vs HDB
-37.2%
+34.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | -4.0% | -4.9% | +0.9% | -3.5% |
| 30D | -0.5% | -5.8% | +5.4% | +0.1% |
| 3M | +11.4% | -5.2% | +16.6% | +11.8% |
| 6M | +1.0% | -25.7% | +26.7% | +1.8% |
| YTD | +20.7% | -39.6% | +60.2% | +20.6% |
| 1Y | -2.7% | -36.9% | +34.2% | -2.5% |
| All | -2.7% | -37.2% | +34.5% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling