+74.4%
MSI vs M
+100.8%
-26.4%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.3% |
| 7D | +4.7% | -4.3% | +8.9% | +4.8% |
| 30D | +14.8% | +1.3% | +13.5% | +14.6% |
| 3M | +8.8% | -7.4% | +16.2% | +9.0% |
| 6M | +19.3% | +18.3% | +1.0% | +18.2% |
| YTD | +35.3% | +7.6% | +27.8% | +34.4% |
| 1Y | +33.8% | +17.4% | +16.4% | +32.3% |
| 3Y | +74.4% | +108.4% | -33.9% | +65.7% |
| All | +74.4% | +100.8% | -26.4% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling