+1,197.7%
MSI vs SPG
+5,256.9%
-4,059.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -3.7% | -2.4% | -1.3% | -2.9% |
| 30D | +6.8% | -6.8% | +13.7% | +9.3% |
| 3M | +14.3% | +2.7% | +11.6% | +13.1% |
| 6M | -1.6% | +5.5% | -7.0% | -3.6% |
| YTD | +22.8% | +15.7% | +7.1% | +16.4% |
| 1Y | -1.1% | +20.9% | -22.0% | -7.8% |
| 3Y | +70.5% | +112.4% | -41.9% | +29.4% |
| 5Y | +102.8% | +101.4% | +1.4% | +54.0% |
| 10Y | +597.4% | +60.6% | +536.8% | +403.7% |
| All | +1,197.7% | +5,256.9% | -4,059.2% | +162.5% |
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