+596.9%
MSI vs IAG
+401.0%
+195.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | -4.0% | +1.7% | -5.7% | -4.0% |
| 30D | -0.5% | +11.4% | -11.9% | -1.0% |
| 3M | +11.4% | +33.0% | -21.6% | +9.8% |
| 6M | +1.0% | -6.0% | +7.0% | +0.8% |
| YTD | +20.7% | +24.6% | -3.9% | +18.5% |
| 1Y | -2.7% | +105.0% | -107.7% | -7.0% |
| 3Y | +68.2% | +837.9% | -769.7% | +47.9% |
| 5Y | +100.0% | +817.0% | -717.0% | +72.1% |
| 10Y | +596.9% | +425.3% | +171.6% | +493.7% |
| All | +596.9% | +401.0% | +195.9% | +493.7% |
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