+74.4%
MSI vs IBB
+78.6%
-4.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | +4.7% | -1.8% | +6.5% | +4.9% |
| 30D | +14.8% | +5.1% | +9.7% | +13.4% |
| 3M | +8.8% | +10.7% | -1.9% | +6.2% |
| 6M | +19.3% | +22.9% | -3.6% | +13.7% |
| YTD | +35.3% | +26.7% | +8.6% | +27.7% |
| 1Y | +33.8% | +35.1% | -1.3% | +23.8% |
| 3Y | +74.4% | +80.2% | -5.8% | +51.2% |
| All | +74.4% | +78.6% | -4.2% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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