+33.8%
MSI vs PL
-3.5%
+37.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -10.9% | -0.3% |
| 7D | +4.7% | -6.8% | +11.5% | +4.6% |
| 30D | +14.8% | -29.3% | +44.1% | +14.4% |
| 3M | +8.8% | -44.8% | +53.6% | +8.2% |
| 6M | +19.3% | -68.4% | +87.7% | +18.6% |
| YTD | +35.3% | -36.4% | +71.7% | +36.5% |
| 1Y | +33.8% | +0.7% | +33.0% | +34.9% |
| All | +33.8% | -3.5% | +37.3% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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