+1,968.8%
MSI vs IAG
+331.8%
+1,637.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.5% | +0.3% |
| 7D | +7.4% | +16.8% | -9.4% | +6.3% |
| 30D | +18.7% | -1.5% | +20.2% | +18.7% |
| 3M | +14.5% | +0.5% | +14.0% | +14.1% |
| 6M | +38.1% | -1.0% | +39.1% | +37.3% |
| YTD | +38.7% | +12.3% | +26.4% | +35.8% |
| 1Y | +35.4% | +39.2% | -3.8% | +30.6% |
| 3Y | +75.1% | +712.3% | -637.2% | +47.2% |
| 5Y | +126.4% | +484.2% | -357.8% | +89.5% |
| 10Y | +671.4% | +382.3% | +289.1% | +520.8% |
| All | +1,968.8% | +331.8% | +1,637.1% | +1,295.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling