+101.3%
MSI vs IT
-44.8%
+146.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.4% | +6.3% | +0.5% |
| 7D | -5.8% | -9.1% | +3.4% | -3.9% |
| 30D | -1.0% | -7.0% | +6.0% | +0.3% |
| 3M | +14.2% | +7.6% | +6.5% | +10.7% |
| 6M | +1.0% | +2.1% | -1.1% | -1.5% |
| YTD | +21.5% | -31.6% | +53.1% | +31.7% |
| 1Y | -2.1% | -29.9% | +27.8% | +4.4% |
| 3Y | +69.3% | -51.3% | +120.6% | +97.0% |
| All | +101.3% | -44.8% | +146.1% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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