+100.0%
MSI vs MDY
+45.8%
+54.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | -4.0% | -0.8% | -3.2% | -3.6% |
| 30D | -0.5% | -3.9% | +3.4% | +1.7% |
| 3M | +11.4% | 0.0% | +11.4% | +11.2% |
| 6M | +1.0% | +8.5% | -7.6% | -4.1% |
| YTD | +20.7% | +13.2% | +7.4% | +11.6% |
| 1Y | -2.7% | +15.0% | -17.7% | -11.0% |
| 3Y | +68.2% | +49.6% | +18.6% | +26.3% |
| 5Y | +100.0% | +46.0% | +53.9% | +50.2% |
| All | +100.0% | +45.8% | +54.1% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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