+1,255.6%
MSI vs IT
+6,324.9%
-5,069.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.9% |
| 7D | +7.7% | -6.8% | +14.5% | +9.7% |
| 30D | +19.9% | -0.6% | +20.5% | +19.3% |
| 3M | +14.9% | +3.1% | +11.9% | +12.6% |
| 6M | +37.2% | +25.5% | +11.8% | +25.0% |
| YTD | +40.8% | -23.5% | +64.3% | +44.0% |
| 1Y | +38.1% | -16.6% | +54.8% | +37.8% |
| 3Y | +77.7% | -53.1% | +130.8% | +102.5% |
| 5Y | +129.0% | -41.4% | +170.5% | +142.5% |
| 10Y | +671.3% | +90.9% | +580.3% | +470.0% |
| All | +1,255.6% | +6,324.9% | -5,069.3% | +320.5% |
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 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