+152.4%
MSI vs S
-52.7%
+205.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | +4.7% | -13.4% | +18.1% | +5.9% |
| 30D | +14.8% | -14.0% | +28.7% | +16.0% |
| 3M | +8.8% | +4.9% | +3.9% | +7.7% |
| 6M | +19.3% | +42.0% | -22.7% | +14.6% |
| YTD | +35.3% | +45.1% | -9.8% | +29.2% |
| 1Y | +33.8% | +33.1% | +0.7% | +28.5% |
| 3Y | +74.4% | +40.6% | +33.8% | +62.2% |
| 5Y | +120.5% | -67.5% | +188.0% | +124.9% |
| All | +152.4% | -52.7% | +205.0% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling