+123.7%
MSI vs HRB
+143.9%
-20.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +2.6% | -7.8% | +10.4% | +3.8% |
| 30D | +18.1% | +15.7% | +2.4% | +15.5% |
| 3M | +13.2% | -5.5% | +18.7% | +13.8% |
| 6M | +36.3% | +41.1% | -4.9% | +28.8% |
| YTD | +39.5% | +20.4% | +19.1% | +35.8% |
| 1Y | +36.9% | +15.2% | +21.6% | +34.3% |
| 3Y | +76.1% | +24.3% | +51.8% | +64.9% |
| 5Y | +123.7% | +144.7% | -21.0% | +76.3% |
| All | +123.7% | +143.9% | -20.2% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling