+102.8%
MSI vs PPG
-24.6%
+127.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.5% |
| 7D | -1.8% | -5.1% | +3.4% | -0.2% |
| 30D | -0.6% | -9.6% | +8.9% | +2.4% |
| 3M | +13.0% | -6.4% | +19.5% | +14.8% |
| 6M | +0.5% | +0.5% | 0.0% | -0.8% |
| YTD | +21.7% | +4.4% | +17.3% | +18.2% |
| 1Y | -2.6% | -0.9% | -1.7% | -3.9% |
| 3Y | +69.7% | -17.0% | +86.6% | +74.8% |
| 5Y | +102.8% | -23.7% | +126.4% | +111.4% |
| All | +102.8% | -24.6% | +127.4% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling