+27.5%
MSI vs SNY
+2.7%
+24.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.5% | +0.7% |
| 7D | +2.8% | +12.4% | -9.6% | +1.4% |
| 30D | +9.1% | +20.1% | -11.0% | +6.9% |
| 3M | +12.5% | +11.2% | +1.3% | +11.2% |
| 6M | +14.2% | +9.5% | +4.7% | +13.1% |
| YTD | +30.7% | +3.4% | +27.3% | +28.4% |
| 1Y | +27.5% | +2.0% | +25.5% | +25.4% |
| All | +27.5% | +2.7% | +24.8% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling