+3,874.2%
MSI vs HUBB
+152,497.5%
-148,623.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -3.7% | +0.5% | -4.2% | -3.7% |
| 30D | +6.8% | -10.0% | +16.8% | +7.0% |
| 3M | +14.3% | -4.8% | +19.1% | +14.3% |
| 6M | -1.6% | -5.6% | +4.0% | -1.5% |
| YTD | +22.8% | +4.7% | +18.1% | +22.6% |
| 1Y | -1.1% | +6.7% | -7.8% | -1.3% |
| 3Y | +70.5% | +45.8% | +24.7% | +69.3% |
| 5Y | +102.8% | +145.9% | -43.1% | +99.9% |
| 10Y | +597.4% | +418.6% | +178.8% | +581.0% |
| All | +3,874.2% | +152,497.5% | -148,623.3% | +4,433.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling