+27.5%
MSI vs IBN
+4.2%
+23.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.5% | +0.4% |
| 7D | +2.8% | +8.9% | -6.1% | +0.9% |
| 30D | +9.1% | +12.6% | -3.5% | +6.4% |
| 3M | +12.5% | +3.1% | +9.4% | +11.5% |
| 6M | +14.2% | +20.6% | -6.4% | +10.3% |
| YTD | +30.7% | +5.8% | +24.9% | +29.2% |
| 1Y | +27.5% | +3.7% | +23.9% | +25.8% |
| All | +27.5% | +4.2% | +23.3% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling