+67.6%
MSI vs HRB
+25.9%
+41.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.5% |
| 7D | -4.0% | -10.6% | +6.6% | -3.2% |
| 30D | -0.5% | -0.8% | +0.4% | -0.4% |
| 3M | +11.4% | +19.1% | -7.7% | +10.1% |
| 6M | +1.0% | +48.7% | -47.7% | -1.7% |
| YTD | +20.7% | +7.1% | +13.6% | +21.8% |
| 1Y | -2.7% | -8.3% | +5.6% | +0.1% |
| All | +67.6% | +25.9% | +41.7% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling