+161.9%
MSI vs PL
+84.9%
+77.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -3.7% | -9.3% | +5.6% | -3.3% |
| 30D | +6.8% | -18.9% | +25.8% | +7.6% |
| 3M | +14.3% | -58.4% | +72.7% | +17.8% |
| 6M | -1.6% | -30.3% | +28.7% | -1.4% |
| YTD | +22.8% | -8.1% | +30.9% | +21.0% |
| 1Y | -1.1% | +180.5% | -181.6% | -9.3% |
| 3Y | +70.5% | +444.1% | -373.7% | +44.0% |
| 5Y | +102.8% | +83.0% | +19.8% | +71.5% |
| All | +161.9% | +84.9% | +77.0% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling