+2,905.6%
MSI vs M
+396.5%
+2,509.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.5% |
| 7D | -3.7% | +4.7% | -8.4% | -4.7% |
| 30D | +6.8% | -9.6% | +16.5% | +9.1% |
| 3M | +14.3% | +0.9% | +13.4% | +13.4% |
| 6M | -1.6% | +22.3% | -23.8% | -6.9% |
| YTD | +22.8% | +6.5% | +16.3% | +19.2% |
| 1Y | -1.1% | +38.8% | -39.9% | -10.1% |
| 3Y | +70.5% | +115.9% | -45.4% | +30.3% |
| 5Y | +102.8% | +28.6% | +74.2% | +61.6% |
| 10Y | +597.4% | -2.5% | +600.0% | +382.3% |
| All | +2,905.6% | +396.5% | +2,509.1% | +890.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling