+1,330.2%
MSI vs SPG
+5,805.1%
-4,474.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +4.7% | +4.9% | -0.2% | +3.0% |
| 30D | +14.8% | +15.6% | -0.8% | +9.3% |
| 3M | +8.8% | +4.1% | +4.7% | +7.3% |
| 6M | +19.3% | +13.6% | +5.7% | +14.0% |
| YTD | +35.3% | +27.5% | +7.8% | +24.1% |
| 1Y | +33.8% | +32.2% | +1.5% | +21.2% |
| 3Y | +74.4% | +126.0% | -51.6% | +29.7% |
| 5Y | +120.5% | +74.7% | +45.8% | +75.9% |
| 10Y | +685.2% | +112.8% | +572.4% | +411.8% |
| All | +1,330.2% | +5,805.1% | -4,474.9% | +179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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