+100.0%
MSI vs INDA
+5.9%
+94.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -4.0% | -2.6% | -1.4% | -2.7% |
| 30D | -0.5% | -2.9% | +2.5% | +1.0% |
| 3M | +11.4% | +2.4% | +9.0% | +10.0% |
| 6M | +1.0% | -2.6% | +3.6% | +1.9% |
| YTD | +20.7% | -10.0% | +30.6% | +26.7% |
| 1Y | -2.7% | -7.7% | +5.0% | +0.6% |
| 3Y | +68.2% | +8.9% | +59.3% | +52.5% |
| 5Y | +100.0% | +6.0% | +94.0% | +78.9% |
| All | +100.0% | +5.9% | +94.1% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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