+803.5%
MSI vs P
+499.9%
+303.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +7.4% | -13.3% | +20.7% | +9.0% |
| 30D | +18.7% | -34.0% | +52.7% | +24.4% |
| 3M | +14.5% | +4.1% | +10.4% | +12.0% |
| 6M | +38.1% | +30.5% | +7.6% | +29.5% |
| YTD | +38.7% | +52.2% | -13.5% | +26.0% |
| 1Y | +35.4% | +10.3% | +25.1% | +27.8% |
| 3Y | +75.1% | +180.9% | -105.8% | +34.0% |
| 5Y | +126.4% | +259.7% | -133.3% | +61.6% |
| 10Y | +671.4% | +652.6% | +18.8% | +366.3% |
| All | +803.5% | +499.9% | +303.7% | +446.1% |
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