+35.6%
MSI vs M
+25.7%
+9.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.1% | -5.5% | +2.4% |
| 7D | +8.3% | +2.5% | +5.8% | +8.1% |
| 30D | +18.9% | +10.1% | +8.8% | +18.4% |
| 3M | +13.2% | -0.9% | +14.1% | +13.0% |
| 6M | +38.3% | +30.2% | +8.1% | +36.9% |
| YTD | +38.9% | +16.3% | +22.6% | +37.8% |
| All | +35.6% | +25.7% | +9.9% | +32.3% |
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