+663.4%
MSI vs IAG
+389.3%
+274.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +3.2% | -7.7% | +10.9% | +3.6% |
| 30D | +17.6% | +1.6% | +16.0% | +17.4% |
| 3M | +14.5% | -2.4% | +16.9% | +14.4% |
| 6M | +34.3% | -7.8% | +42.1% | +34.2% |
| YTD | +39.7% | +5.0% | +34.7% | +38.0% |
| 1Y | +40.2% | +25.7% | +14.5% | +37.1% |
| 3Y | +77.1% | +694.5% | -617.3% | +56.5% |
| 5Y | +124.0% | +421.7% | -297.6% | +95.9% |
| All | +663.4% | +389.3% | +274.1% | +553.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling