+72.1%
MSI vs S
+16.9%
+55.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -3.7% | -7.7% | +4.0% | -3.2% |
| 30D | +6.8% | -5.3% | +12.2% | +7.0% |
| 3M | +14.3% | +20.3% | -6.0% | +12.5% |
| 6M | -1.6% | +47.4% | -48.9% | -4.7% |
| YTD | +22.8% | +32.5% | -9.7% | +19.6% |
| 1Y | -1.1% | +9.5% | -10.6% | -2.4% |
| All | +72.1% | +16.9% | +55.1% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling