+27.5%
MSI vs M
+36.6%
-9.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.6% | -6.4% | +1.0% |
| 7D | +2.8% | +8.3% | -5.4% | +2.5% |
| 30D | +9.1% | +14.2% | -5.0% | +8.7% |
| 3M | +12.5% | -1.1% | +13.6% | +12.4% |
| 6M | +14.2% | +36.6% | -22.4% | +12.9% |
| YTD | +30.7% | +19.8% | +10.9% | +29.7% |
| 1Y | +27.5% | +37.2% | -9.7% | +23.8% |
| All | +27.5% | +36.6% | -9.0% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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