+92.0%
MSI vs SN
+671.3%
-579.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -0.1% |
| 7D | +3.2% | +1.5% | +1.7% | +3.1% |
| 30D | +17.6% | +21.5% | -3.9% | +15.5% |
| 3M | +14.5% | +20.0% | -5.5% | +12.5% |
| 6M | +34.3% | +119.9% | -85.7% | +24.4% |
| YTD | +39.7% | +102.3% | -62.6% | +30.2% |
| 1Y | +40.2% | +148.0% | -107.8% | +28.3% |
| 3Y | +77.1% | +450.0% | -372.9% | +52.5% |
| All | +92.0% | +671.3% | -579.3% | +65.0% |
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