+3,874.2%
MSI vs HRB
+3,357.9%
+516.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.3% |
| 7D | -3.7% | -5.7% | +2.0% | -2.1% |
| 30D | +6.8% | +7.9% | -1.1% | +3.9% |
| 3M | +14.3% | +32.1% | -17.8% | +4.4% |
| 6M | -1.6% | +62.2% | -63.8% | -16.7% |
| YTD | +22.8% | +16.4% | +6.4% | +13.9% |
| 1Y | -1.1% | -0.3% | -0.8% | -4.2% |
| 3Y | +70.5% | +36.0% | +34.4% | +46.2% |
| 5Y | +102.8% | +125.2% | -22.4% | +44.3% |
| 10Y | +597.4% | +237.7% | +359.8% | +295.9% |
| All | +3,874.2% | +3,357.9% | +516.3% | +664.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling