+129.0%
MSI vs OMC
+53.9%
+75.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +7.7% | +1.6% | +6.1% | +7.3% |
| 30D | +19.9% | +15.3% | +4.6% | +16.0% |
| 3M | +14.9% | +4.5% | +10.5% | +13.6% |
| 6M | +37.2% | +20.8% | +16.5% | +31.0% |
| YTD | +40.8% | +13.5% | +27.3% | +35.5% |
| 1Y | +38.1% | +25.2% | +12.9% | +29.4% |
| 3Y | +77.7% | +30.5% | +47.2% | +59.7% |
| 5Y | +129.0% | +52.7% | +76.4% | +89.0% |
| All | +129.0% | +53.9% | +75.1% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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