+124.2%
MSI vs MKC
-35.5%
+159.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +3.2% | -3.0% | +6.2% | +3.8% |
| 30D | +17.6% | +4.8% | +12.8% | +16.4% |
| 3M | +14.5% | -12.8% | +27.4% | +17.3% |
| 6M | +34.3% | +5.0% | +29.2% | +32.4% |
| YTD | +39.7% | -29.1% | +68.8% | +49.1% |
| 1Y | +40.2% | -26.4% | +66.6% | +48.2% |
| 3Y | +77.1% | -21.6% | +98.8% | +81.9% |
| All | +124.2% | -35.5% | +159.7% | +156.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling