+123.7%
MSI vs IVZ
+35.0%
+88.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +2.6% | +5.1% | -2.5% | +1.7% |
| 30D | +18.1% | -1.6% | +19.7% | +18.2% |
| 3M | +13.2% | -9.1% | +22.3% | +14.8% |
| 6M | +36.3% | +1.8% | +34.5% | +34.8% |
| YTD | +39.5% | +10.8% | +28.7% | +34.9% |
| 1Y | +36.9% | +19.1% | +17.8% | +30.3% |
| 3Y | +76.1% | +144.4% | -68.3% | +35.4% |
| 5Y | +123.7% | +33.6% | +90.2% | +109.6% |
| All | +123.7% | +35.0% | +88.7% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling