+856.3%
MSI vs IBB
+560.8%
+295.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | -3.7% | +1.4% | -5.1% | -4.5% |
| 30D | +6.8% | +10.5% | -3.7% | +0.7% |
| 3M | +14.3% | +23.6% | -9.3% | +0.7% |
| 6M | -1.6% | +22.6% | -24.2% | -13.3% |
| YTD | +22.8% | +25.7% | -2.9% | +6.2% |
| 1Y | -1.1% | +51.4% | -52.5% | -23.7% |
| 3Y | +70.5% | +64.4% | +6.1% | +22.4% |
| 5Y | +102.8% | +22.1% | +80.7% | +71.3% |
| 10Y | +597.4% | +132.5% | +464.9% | +275.3% |
| All | +856.3% | +560.8% | +295.5% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling