+77.1%
MSI vs HDB
-7.5%
+84.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +3.2% | +2.7% | +0.5% | +3.0% |
| 30D | +17.6% | +14.1% | +3.5% | +16.1% |
| 3M | +14.5% | +11.8% | +2.7% | +13.2% |
| 6M | +34.3% | +8.2% | +26.1% | +33.0% |
| YTD | +39.7% | -29.3% | +69.0% | +42.9% |
| 1Y | +40.2% | -28.8% | +68.9% | +43.2% |
| 3Y | +77.1% | -7.5% | +84.6% | +79.6% |
| All | +77.1% | -7.5% | +84.6% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling