+102.8%
MSI vs HDB
-35.4%
+138.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | +6.8% | -2.8% | +9.6% | +7.4% |
| 3M | +14.3% | -3.5% | +17.8% | +14.8% |
| 6M | -1.6% | -24.7% | +23.1% | +4.2% |
| YTD | +22.8% | -36.6% | +59.4% | +35.0% |
| 1Y | -1.1% | -34.4% | +33.3% | +7.7% |
| 3Y | +70.5% | -24.4% | +94.9% | +75.9% |
| All | +102.8% | -35.4% | +138.2% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling