+27.5%
MSI vs HRB
+16.9%
+10.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.2% | +1.0% |
| 7D | +2.8% | +16.0% | -13.2% | +2.1% |
| 30D | +9.1% | +32.1% | -22.9% | +7.9% |
| 3M | +12.5% | +21.5% | -9.0% | +11.7% |
| 6M | +14.2% | +82.1% | -67.9% | +14.1% |
| YTD | +30.7% | +31.6% | -0.9% | +31.2% |
| 1Y | +27.5% | +15.9% | +11.6% | +27.7% |
| All | +27.5% | +16.9% | +10.6% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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