+77.1%
MSI vs S
+41.6%
+35.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +3.2% | +2.0% | +1.3% | +3.1% |
| 30D | +17.6% | -2.7% | +20.3% | +17.6% |
| 3M | +14.5% | -6.9% | +21.4% | +14.5% |
| 6M | +34.3% | +38.1% | -3.8% | +30.9% |
| YTD | +39.7% | +48.0% | -8.3% | +35.2% |
| 1Y | +40.2% | +34.5% | +5.7% | +36.4% |
| 3Y | +77.1% | +38.3% | +38.8% | +77.8% |
| All | +77.1% | +41.6% | +35.6% | +77.8% |
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