+77.1%
MSI vs IBN
+57.3%
+19.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +3.2% | +1.9% | +1.4% | +2.9% |
| 30D | +17.6% | +22.1% | -4.5% | +13.6% |
| 3M | +14.5% | +17.1% | -2.6% | +11.3% |
| 6M | +34.3% | +35.5% | -1.3% | +27.5% |
| YTD | +39.7% | +16.8% | +22.9% | +35.5% |
| 1Y | +40.2% | +12.4% | +27.8% | +36.7% |
| 3Y | +77.1% | +58.0% | +19.1% | +66.1% |
| All | +77.1% | +57.3% | +19.8% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling