+102.8%
MSI vs S
-71.4%
+174.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -3.7% | -7.7% | +4.0% | -3.0% |
| 30D | +6.8% | -5.3% | +12.2% | +7.1% |
| 3M | +14.3% | +20.3% | -6.0% | +11.9% |
| 6M | -1.6% | +47.4% | -48.9% | -5.8% |
| YTD | +22.8% | +32.5% | -9.7% | +18.4% |
| 1Y | -1.1% | +9.5% | -10.6% | -3.1% |
| 3Y | +70.5% | +15.5% | +55.0% | +61.5% |
| All | +102.8% | -71.4% | +174.2% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling