+5.2%
MSI vs Q
+75.3%
-70.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.0% |
| 7D | -5.8% | +6.7% | -12.5% | -5.6% |
| 30D | -1.0% | -10.6% | +9.6% | -1.2% |
| 3M | +14.2% | -14.6% | +28.8% | +13.8% |
| 6M | +1.0% | +12.1% | -11.0% | -0.9% |
| YTD | +21.5% | +51.3% | -29.8% | +17.1% |
| All | +5.2% | +75.3% | -70.1% | +1.6% |
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