+91.7%
MSI vs SN
+650.0%
-558.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.6% |
| 7D | +2.6% | +1.4% | +1.2% | +2.5% |
| 30D | +18.1% | +16.6% | +1.5% | +16.5% |
| 3M | +13.2% | +18.3% | -5.1% | +11.4% |
| 6M | +36.3% | +103.1% | -66.8% | +27.2% |
| YTD | +39.5% | +96.7% | -57.2% | +30.3% |
| 1Y | +36.9% | +134.3% | -97.5% | +25.9% |
| 3Y | +76.1% | +425.2% | -349.1% | +52.1% |
| All | +91.7% | +650.0% | -558.3% | +65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling