+1,043.0%
MSI vs HIG
+990.3%
+52.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | +18.1% | +4.4% | +13.8% | +17.0% |
| 3M | +13.2% | 0.0% | +13.2% | +13.1% |
| 6M | +36.3% | +3.8% | +32.5% | +34.9% |
| YTD | +39.5% | +0.7% | +38.8% | +38.9% |
| 1Y | +36.9% | +5.0% | +31.8% | +34.9% |
| 3Y | +76.1% | +95.3% | -19.2% | +50.5% |
| 5Y | +123.7% | +110.8% | +12.9% | +87.5% |
| 10Y | +664.3% | +261.9% | +402.4% | +448.6% |
| All | +1,043.0% | +990.3% | +52.7% | +400.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling