+3,874.2%
MSI vs MKC
+3,376.8%
+497.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -3.7% | -5.9% | +2.2% | -2.1% |
| 30D | +6.8% | -0.9% | +7.7% | +7.0% |
| 3M | +14.3% | +12.7% | +1.6% | +10.3% |
| 6M | -1.6% | -19.3% | +17.7% | +3.7% |
| YTD | +22.8% | -22.2% | +44.9% | +30.2% |
| 1Y | -1.1% | -23.3% | +22.2% | +5.1% |
| 3Y | +70.5% | -30.0% | +100.5% | +83.3% |
| 5Y | +102.8% | -33.8% | +136.6% | +119.2% |
| 10Y | +597.4% | +24.4% | +573.0% | +519.4% |
| All | +3,874.2% | +3,376.8% | +497.4% | +1,713.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling