+1,164.7%
MSI vs INDA
+115.1%
+1,049.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.7% | +0.7% | -4.4% | -4.0% |
| 30D | +6.8% | -0.8% | +7.6% | +7.1% |
| 3M | +14.3% | +3.9% | +10.4% | +12.4% |
| 6M | -1.6% | -0.7% | -0.9% | -1.6% |
| YTD | +22.8% | -7.7% | +30.5% | +26.4% |
| 1Y | -1.1% | -5.1% | +4.0% | +0.5% |
| 3Y | +70.5% | +13.6% | +56.8% | +59.4% |
| 5Y | +102.8% | +7.8% | +95.0% | +93.5% |
| 10Y | +597.4% | +84.6% | +512.8% | +421.8% |
| All | +1,164.7% | +115.1% | +1,049.5% | +784.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling