+1,339.0%
MSI vs INDA
+121.8%
+1,217.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +3.2% | +1.1% | +2.1% | +2.8% |
| 30D | +17.6% | +9.4% | +8.2% | +13.3% |
| 3M | +14.5% | +2.9% | +11.6% | +13.1% |
| 6M | +34.3% | +7.2% | +27.0% | +30.2% |
| YTD | +39.7% | -4.8% | +44.5% | +41.9% |
| 1Y | +40.2% | -5.1% | +45.2% | +42.4% |
| 3Y | +77.1% | +16.7% | +60.5% | +63.8% |
| 5Y | +124.0% | +8.8% | +115.3% | +112.8% |
| 10Y | +665.5% | +116.2% | +549.3% | +448.1% |
| All | +1,339.0% | +121.8% | +1,217.2% | +893.3% |
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