+17.2%
MSI vs Q
+66.4%
-49.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.8% | -0.2% |
| 7D | +4.7% | +0.3% | +4.4% | +4.7% |
| 30D | +14.8% | -9.8% | +24.6% | +14.5% |
| 3M | +8.8% | -12.2% | +21.0% | +8.6% |
| 6M | +19.3% | -21.6% | +40.9% | +18.9% |
| YTD | +35.3% | +43.6% | -8.2% | +30.4% |
| 1Y | +33.8% | +25.7% | +8.1% | +29.0% |
| All | +17.2% | +66.4% | -49.2% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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