+100.0%
MSI vs HIG
+117.6%
-17.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.9% |
| 7D | -4.0% | -0.5% | -3.5% | -3.8% |
| 30D | -0.5% | -2.8% | +2.4% | +0.7% |
| 3M | +11.4% | +6.3% | +5.0% | +8.4% |
| 6M | +1.0% | -0.1% | +1.1% | +0.7% |
| YTD | +20.7% | +0.4% | +20.2% | +19.9% |
| 1Y | -2.7% | +6.2% | -8.9% | -5.8% |
| 3Y | +68.2% | +101.6% | -33.4% | +18.7% |
| 5Y | +100.0% | +119.8% | -19.9% | +30.5% |
| All | +100.0% | +117.6% | -17.6% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling