+895.7%
MSI vs HDB
+3,812.1%
-2,916.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.7% |
| 3M | +14.3% | -3.5% | +17.8% | +15.0% |
| 6M | -1.6% | -24.7% | +23.1% | +6.5% |
| YTD | +22.8% | -36.6% | +59.4% | +39.8% |
| 1Y | -1.1% | -34.4% | +33.3% | +11.2% |
| 3Y | +70.5% | -24.4% | +94.9% | +79.2% |
| 5Y | +102.8% | -35.4% | +138.2% | +120.5% |
| 10Y | +597.4% | +39.5% | +557.9% | +462.3% |
| All | +895.7% | +3,812.1% | -2,916.4% | +223.2% |
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