+601.1%
MSI vs PPG
+26.9%
+574.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -0.4% | -6.2% | +5.8% | +2.0% |
| 30D | -0.8% | -7.9% | +7.2% | +2.3% |
| 3M | +13.9% | -10.2% | +24.2% | +18.1% |
| 6M | +1.3% | +2.7% | -1.3% | -1.1% |
| YTD | +22.3% | +4.9% | +17.4% | +17.9% |
| 1Y | -3.9% | -3.2% | -0.7% | -4.5% |
| 3Y | +69.9% | -17.0% | +86.9% | +75.7% |
| 5Y | +103.8% | -23.3% | +127.1% | +113.0% |
| All | +601.1% | +26.9% | +574.2% | +449.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling