+781.5%
MSI vs P
+469.1%
+312.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.9% |
| 7D | +4.7% | -23.8% | +28.5% | +7.9% |
| 30D | +14.8% | -36.6% | +51.4% | +20.8% |
| 3M | +8.8% | +10.9% | -2.1% | +5.4% |
| 6M | +19.3% | +30.0% | -10.7% | +11.8% |
| YTD | +35.3% | +44.4% | -9.0% | +23.8% |
| 1Y | +33.8% | +3.9% | +29.8% | +27.2% |
| 3Y | +74.4% | +176.6% | -102.2% | +33.5% |
| 5Y | +120.5% | +249.3% | -128.8% | +57.9% |
| 10Y | +685.2% | +726.9% | -41.7% | +371.9% |
| All | +781.5% | +469.1% | +312.4% | +436.4% |
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