+3,804.9%
MSI vs PPG
+2,625.9%
+1,179.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | +0.4% |
| 7D | -4.0% | -3.7% | -0.2% | -2.4% |
| 30D | -0.5% | -7.2% | +6.8% | +2.8% |
| 3M | +11.4% | -7.3% | +18.7% | +14.5% |
| 6M | +1.0% | +0.3% | +0.7% | -0.8% |
| YTD | +20.7% | +6.5% | +14.1% | +14.9% |
| 1Y | -2.7% | +0.5% | -3.2% | -5.2% |
| 3Y | +68.2% | -15.3% | +83.5% | +72.6% |
| 5Y | +100.0% | -22.9% | +122.9% | +108.7% |
| 10Y | +596.9% | +28.4% | +568.5% | +442.5% |
| All | +3,804.9% | +2,625.9% | +1,179.0% | +715.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling