+102.8%
MSI vs HUBB
+148.7%
-45.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -1.8% | -1.7% | -0.1% | -1.4% |
| 30D | -0.6% | -12.7% | +12.0% | +2.7% |
| 3M | +13.0% | -2.9% | +16.0% | +12.9% |
| 6M | +0.5% | -4.8% | +5.3% | +0.3% |
| YTD | +21.7% | +2.8% | +18.9% | +18.4% |
| 1Y | -2.6% | +3.5% | -6.1% | -5.9% |
| 3Y | +69.7% | +43.5% | +26.1% | +40.7% |
| 5Y | +102.8% | +154.2% | -51.4% | +22.4% |
| All | +102.8% | +148.7% | -45.9% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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