+69.3%
MSI vs PODD
-20.7%
+90.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.7% |
| 7D | -5.8% | -4.1% | -1.6% | -5.3% |
| 30D | -1.0% | +0.8% | -1.8% | -1.1% |
| 3M | +14.2% | -6.1% | +20.2% | +14.4% |
| 6M | +1.0% | -40.0% | +41.0% | +5.4% |
| YTD | +21.5% | -49.9% | +71.4% | +29.0% |
| 1Y | -2.1% | -59.3% | +57.2% | +6.3% |
| 3Y | +69.3% | -17.2% | +86.6% | +62.0% |
| All | +69.3% | -20.7% | +90.0% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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