-2.6%
MSI vs HIG
+7.0%
-9.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.8% | -2.3% | +0.5% | -1.2% |
| 30D | -0.6% | -1.2% | +0.6% | -0.4% |
| 3M | +13.0% | +6.3% | +6.7% | +11.3% |
| 6M | +0.5% | +0.6% | -0.1% | +0.1% |
| YTD | +21.7% | +0.6% | +21.1% | +21.5% |
| 1Y | -2.6% | +6.1% | -8.7% | -3.1% |
| All | -2.6% | +7.0% | -9.6% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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