+121.6%
MSI vs MAS
+41.7%
+79.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.5% | +4.9% |
| 7D | +5.1% | +4.6% | +0.5% | +3.8% |
| 30D | +13.3% | +19.9% | -6.6% | +8.2% |
| 3M | +18.3% | +8.9% | +9.4% | +15.4% |
| 6M | +18.7% | +20.2% | -1.5% | +12.4% |
| YTD | +36.0% | +33.9% | +2.1% | +24.1% |
| 1Y | +32.6% | +34.7% | -2.1% | +20.6% |
| 3Y | +78.3% | +60.4% | +17.9% | +46.8% |
| 5Y | +121.6% | +43.5% | +78.1% | +96.3% |
| All | +121.6% | +41.7% | +79.9% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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