-3.5%
MSI vs IVZ
+48.9%
-52.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -4.0% | +1.2% | -5.1% | -4.0% |
| 30D | -0.5% | +1.8% | -2.2% | -0.5% |
| 3M | +11.4% | +15.7% | -4.3% | +10.7% |
| 6M | +1.0% | +36.3% | -35.4% | -1.1% |
| YTD | +20.7% | +24.9% | -4.3% | +18.5% |
| All | -3.5% | +48.9% | -52.3% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling