+1,082.4%
MSI vs IT
+6,105.9%
-5,023.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | +0.4% |
| 7D | -3.7% | -6.0% | +2.3% | -2.2% |
| 30D | +6.8% | 0.0% | +6.8% | +6.5% |
| 3M | +14.3% | +13.1% | +1.2% | +8.6% |
| 6M | -1.6% | +11.7% | -13.3% | -7.0% |
| YTD | +22.8% | -26.1% | +48.9% | +28.1% |
| 1Y | -1.1% | -21.3% | +20.1% | +0.7% |
| 3Y | +70.5% | -46.7% | +117.2% | +88.9% |
| 5Y | +102.8% | -40.5% | +143.3% | +115.7% |
| 10Y | +597.4% | +103.9% | +493.5% | +411.0% |
| All | +1,082.4% | +6,105.9% | -5,023.4% | +274.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling