+77.1%
MSI vs MKC
-21.4%
+98.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +3.2% | -3.0% | +6.2% | +3.6% |
| 30D | +17.6% | +4.8% | +12.8% | +16.8% |
| 3M | +14.5% | -12.8% | +27.4% | +16.3% |
| 6M | +34.3% | +5.0% | +29.2% | +33.3% |
| YTD | +39.7% | -29.1% | +68.8% | +46.5% |
| 1Y | +40.2% | -26.4% | +66.6% | +46.0% |
| 3Y | +77.1% | -21.6% | +98.8% | +87.1% |
| All | +77.1% | -21.4% | +98.6% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling