+373.4%
MSI vs TDY
+7,071.3%
-6,698.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -5.8% | -0.9% | -4.9% | -5.5% |
| 30D | -1.0% | -12.5% | +11.5% | +3.5% |
| 3M | +14.2% | -1.2% | +15.3% | +14.3% |
| 6M | +1.0% | -6.6% | +7.6% | +3.0% |
| YTD | +21.5% | +18.5% | +3.0% | +13.7% |
| 1Y | -2.1% | +10.8% | -12.9% | -6.5% |
| 3Y | +69.3% | +47.5% | +21.8% | +45.1% |
| 5Y | +99.3% | +35.8% | +63.5% | +75.0% |
| 10Y | +595.0% | +459.0% | +136.1% | +270.3% |
| All | +373.4% | +7,071.3% | -6,698.0% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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