+124.2%
MSI vs IBB
+39.3%
+84.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.2% | -0.5% | +3.8% | +3.4% |
| 30D | +17.6% | +4.6% | +13.0% | +15.3% |
| 3M | +14.5% | +6.8% | +7.7% | +10.9% |
| 6M | +34.3% | +23.1% | +11.1% | +22.4% |
| YTD | +39.7% | +26.0% | +13.7% | +25.5% |
| 1Y | +40.2% | +30.4% | +9.8% | +23.7% |
| 3Y | +77.1% | +85.4% | -8.3% | +27.3% |
| All | +124.2% | +39.3% | +84.9% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling