+906.1%
MSI vs HIG
+1,002.1%
-96.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | +6.8% | -3.2% | +10.0% | +7.6% |
| 3M | +14.3% | +9.1% | +5.2% | +12.0% |
| 6M | -1.6% | -1.8% | +0.2% | -1.3% |
| YTD | +22.8% | +1.8% | +21.0% | +22.1% |
| 1Y | -1.1% | +4.6% | -5.7% | -2.4% |
| 3Y | +70.5% | +101.6% | -31.2% | +44.8% |
| 5Y | +102.8% | +124.5% | -21.7% | +67.7% |
| 10Y | +597.4% | +317.8% | +279.6% | +385.8% |
| All | +906.1% | +1,002.1% | -96.0% | +339.8% |
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