+694.0%
MSI vs IVZ
+1,117.8%
-423.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | -3.7% | +0.6% | -4.3% | -4.0% |
| 30D | +6.8% | +4.0% | +2.8% | +5.2% |
| 3M | +14.3% | +18.2% | -3.9% | +7.0% |
| 6M | -1.6% | +32.8% | -34.4% | -12.2% |
| YTD | +22.8% | +28.7% | -6.0% | +10.1% |
| 1Y | -1.1% | +55.4% | -56.5% | -17.4% |
| 3Y | +70.5% | +135.2% | -64.7% | +16.5% |
| 5Y | +102.8% | +64.2% | +38.6% | +51.4% |
| 10Y | +597.4% | +64.6% | +532.8% | +360.4% |
| All | +694.0% | +1,117.8% | -423.8% | +110.7% |
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