+99.3%
MSI vs IBN
+56.7%
+42.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.4% |
| 7D | -5.8% | -2.2% | -3.6% | -5.2% |
| 30D | -1.0% | -2.3% | +1.3% | -0.4% |
| 3M | +14.2% | +15.9% | -1.7% | +9.3% |
| 6M | +1.0% | +5.6% | -4.5% | -0.8% |
| YTD | +21.5% | -0.1% | +21.5% | +21.0% |
| 1Y | -2.1% | -6.5% | +4.4% | -0.7% |
| 3Y | +69.3% | +29.3% | +40.0% | +50.7% |
| 5Y | +99.3% | +56.6% | +42.7% | +60.2% |
| All | +99.3% | +56.7% | +42.6% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling