+85.9%
MSI vs SN
+659.6%
-573.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.7% |
| 7D | +4.7% | +7.2% | -2.5% | +4.0% |
| 30D | +14.8% | +20.4% | -5.6% | +12.8% |
| 3M | +8.8% | +23.9% | -15.1% | +6.6% |
| 6M | +19.3% | +93.0% | -73.7% | +11.9% |
| YTD | +35.3% | +99.2% | -63.9% | +26.3% |
| 1Y | +33.8% | +142.6% | -108.8% | +22.6% |
| 3Y | +74.4% | +398.8% | -324.4% | +50.9% |
| All | +85.9% | +659.6% | -573.6% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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