+803.5%
MSI vs IVZ
+973.1%
-169.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.7% |
| 7D | +3.2% | +7.6% | -4.4% | +0.6% |
| 30D | +17.6% | +4.3% | +13.3% | +15.3% |
| 3M | +14.5% | -9.3% | +23.9% | +17.7% |
| 6M | +34.3% | +5.2% | +29.0% | +29.9% |
| YTD | +39.7% | +13.4% | +26.3% | +30.2% |
| 1Y | +40.2% | +25.4% | +14.8% | +25.8% |
| 3Y | +77.1% | +152.5% | -75.3% | +17.4% |
| 5Y | +124.0% | +36.7% | +87.4% | +78.5% |
| 10Y | +665.5% | +45.0% | +620.5% | +426.4% |
| All | +803.5% | +973.1% | -169.6% | +149.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling