+75.3%
MSI vs PL
+403.1%
-327.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -10.1% | +14.1% | +4.1% |
| 7D | +5.1% | -20.5% | +25.6% | +5.3% |
| 30D | +13.3% | -38.8% | +52.1% | +14.0% |
| 3M | +18.3% | -49.1% | +67.4% | +19.3% |
| 6M | +18.7% | -69.4% | +88.1% | +20.4% |
| YTD | +36.0% | -42.3% | +78.3% | +35.8% |
| 1Y | +32.6% | -14.2% | +46.8% | +30.9% |
| All | +75.3% | +403.1% | -327.8% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling