+69.3%
MSI vs IAG
+797.8%
-728.4%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | -5.8% | +4.3% | -10.0% | -5.9% |
| 30D | -1.0% | +9.8% | -10.7% | -1.3% |
| 3M | +14.2% | +28.9% | -14.8% | +13.0% |
| 6M | +1.0% | -7.6% | +8.6% | +1.2% |
| YTD | +21.5% | +22.0% | -0.5% | +19.4% |
| 1Y | -2.1% | +99.5% | -101.6% | -7.3% |
| 3Y | +69.3% | +818.3% | -748.9% | +48.1% |
| All | +69.3% | +797.8% | -728.4% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling