+3,804.9%
MSI vs NYT
+754.7%
+3,050.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | -4.0% | -1.6% | -2.4% | -3.5% |
| 30D | -0.5% | +2.8% | -3.2% | -1.2% |
| 3M | +11.4% | -9.2% | +20.6% | +13.8% |
| 6M | +1.0% | -17.1% | +18.1% | +5.5% |
| YTD | +20.7% | -3.2% | +23.9% | +20.4% |
| 1Y | -2.7% | +15.7% | -18.4% | -7.9% |
| 3Y | +68.2% | +55.7% | +12.5% | +43.6% |
| 5Y | +100.0% | +39.4% | +60.6% | +71.7% |
| 10Y | +596.9% | +485.6% | +111.3% | +268.9% |
| All | +3,804.9% | +754.7% | +3,050.2% | +1,432.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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