+1,731.4%
MSI vs IAG
+377.5%
+1,353.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | -3.7% | -0.5% | -3.2% | -3.7% |
| 30D | +6.8% | +28.9% | -22.1% | +5.0% |
| 3M | +14.3% | +19.1% | -4.8% | +12.6% |
| 6M | -1.6% | -10.3% | +8.7% | -1.6% |
| YTD | +22.8% | +24.2% | -1.4% | +19.7% |
| 1Y | -1.1% | +116.5% | -117.6% | -7.4% |
| 3Y | +70.5% | +742.8% | -672.3% | +43.1% |
| 5Y | +102.8% | +753.3% | -650.5% | +65.7% |
| 10Y | +597.4% | +403.2% | +194.2% | +458.9% |
| All | +1,731.4% | +377.5% | +1,353.9% | +1,130.0% |
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