+1,026.1%
MSI vs HDB
+4,256.0%
-3,229.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | 0.0% | +1.8% |
| 7D | +8.3% | +13.7% | -5.4% | +4.1% |
| 30D | +18.9% | +15.8% | +3.0% | +13.5% |
| 3M | +13.2% | +9.2% | +4.0% | +9.8% |
| 6M | +38.3% | +3.2% | +35.1% | +35.7% |
| YTD | +38.9% | -29.4% | +68.2% | +52.5% |
| 1Y | +36.7% | -27.9% | +64.6% | +49.0% |
| 3Y | +76.6% | -5.9% | +82.4% | +73.0% |
| 5Y | +124.5% | -23.5% | +148.0% | +131.0% |
| 10Y | +674.5% | +61.3% | +613.2% | +495.5% |
| All | +1,026.1% | +4,256.0% | -3,229.9% | +252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling