+699.8%
MSI vs P
+485.4%
+214.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | -3.7% | +6.5% | -10.2% | -4.6% |
| 30D | +6.8% | +18.8% | -12.0% | +3.9% |
| 3M | +14.3% | +26.7% | -12.4% | +9.6% |
| 6M | -1.6% | +62.2% | -63.7% | -9.7% |
| YTD | +22.8% | +48.5% | -25.7% | +13.3% |
| 1Y | -1.1% | +26.4% | -27.5% | -7.8% |
| 3Y | +70.5% | +159.4% | -88.9% | +33.7% |
| 5Y | +102.8% | +275.8% | -173.0% | +45.3% |
| 10Y | +597.4% | +732.0% | -134.6% | +323.0% |
| All | +699.8% | +485.4% | +214.5% | +391.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling