+1,032.7%
MSI vs MDY
+2,594.0%
-1,561.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +3.2% | +2.3% | +1.0% | +1.1% |
| 30D | +17.6% | +2.0% | +15.6% | +15.0% |
| 3M | +14.5% | -5.6% | +20.2% | +20.2% |
| 6M | +34.3% | +1.3% | +33.0% | +31.4% |
| YTD | +39.7% | +12.3% | +27.4% | +23.2% |
| 1Y | +40.2% | +15.8% | +24.4% | +19.7% |
| 3Y | +77.1% | +56.5% | +20.7% | +8.6% |
| 5Y | +124.0% | +35.1% | +88.9% | +55.2% |
| 10Y | +665.5% | +167.4% | +498.1% | +146.6% |
| All | +1,032.7% | +2,594.0% | -1,561.3% | -71.1% |
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