+884.7%
MSI vs MDY
+2,644.5%
-1,759.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.5% |
| 7D | -5.8% | +1.0% | -6.8% | -6.7% |
| 30D | -1.0% | -3.1% | +2.2% | +1.9% |
| 3M | +14.2% | +1.8% | +12.3% | +11.8% |
| 6M | +1.0% | +10.8% | -9.7% | -9.1% |
| YTD | +21.5% | +14.4% | +7.0% | +5.7% |
| 1Y | -2.1% | +15.2% | -17.3% | -15.8% |
| 3Y | +69.3% | +51.2% | +18.1% | +7.7% |
| 5Y | +99.3% | +47.2% | +52.1% | +27.1% |
| 10Y | +595.0% | +171.1% | +423.9% | +121.8% |
| All | +884.7% | +2,644.5% | -1,759.8% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling