+102.8%
MSI vs M
+27.3%
+75.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.1% |
| 7D | -3.7% | +4.7% | -8.4% | -4.1% |
| 30D | +6.8% | -9.6% | +16.5% | +7.8% |
| 3M | +14.3% | +0.9% | +13.4% | +13.9% |
| 6M | -1.6% | +22.3% | -23.8% | -3.9% |
| YTD | +22.8% | +6.5% | +16.3% | +21.3% |
| 1Y | -1.1% | +38.8% | -39.9% | -5.2% |
| 3Y | +70.5% | +115.9% | -45.4% | +48.9% |
| All | +102.8% | +27.3% | +75.5% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling