+36.9%
MSI vs P
+24.7%
+12.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.3% | -0.9% |
| 7D | +2.6% | +17.8% | -15.2% | +2.8% |
| 30D | +18.1% | -29.9% | +48.0% | +18.1% |
| 3M | +13.2% | -1.2% | +14.4% | +13.0% |
| 6M | +36.3% | +32.1% | +4.1% | +35.5% |
| YTD | +39.5% | +64.3% | -24.8% | +37.4% |
| 1Y | +36.9% | +24.3% | +12.6% | +35.7% |
| All | +36.9% | +24.7% | +12.2% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling