+4,422.1%
MSI vs HRB
+3,424.8%
+997.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | +3.2% | -5.1% | +8.3% | +4.8% |
| 30D | +17.6% | +8.7% | +8.9% | +14.5% |
| 3M | +14.5% | -5.4% | +19.9% | +15.8% |
| 6M | +34.3% | +41.6% | -7.3% | +19.5% |
| YTD | +39.7% | +18.7% | +21.1% | +28.3% |
| 1Y | +40.2% | +16.4% | +23.7% | +29.2% |
| 3Y | +77.1% | +22.0% | +55.2% | +56.8% |
| 5Y | +124.0% | +141.2% | -17.2% | +55.9% |
| 10Y | +665.5% | +223.1% | +442.3% | +340.1% |
| All | +4,422.1% | +3,424.8% | +997.2% | +761.0% |
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