+700.8%
MSI vs PR
+147.8%
+553.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.9% | +8.9% | +4.3% |
| 7D | +5.1% | -16.5% | +21.6% | +6.0% |
| 30D | +13.3% | -4.5% | +17.8% | +13.5% |
| 3M | +18.3% | +8.5% | +9.8% | +17.7% |
| 6M | +18.7% | -3.3% | +22.0% | +18.7% |
| YTD | +36.0% | +55.7% | -19.7% | +32.6% |
| 1Y | +32.6% | +82.0% | -49.5% | +28.2% |
| 3Y | +78.3% | +62.5% | +15.9% | +72.4% |
| 5Y | +121.6% | +223.9% | -102.3% | +104.9% |
| 10Y | +689.0% | +64.2% | +624.8% | +638.3% |
| All | +700.8% | +147.8% | +553.0% | +636.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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