+102.8%
MSI vs TNA
-26.1%
+128.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.3% |
| 7D | -1.8% | -7.6% | +5.8% | -0.7% |
| 30D | -0.6% | -13.6% | +13.0% | +1.4% |
| 3M | +13.0% | +2.8% | +10.2% | +12.0% |
| 6M | +0.5% | +34.5% | -34.0% | -5.1% |
| YTD | +21.7% | +41.0% | -19.3% | +13.4% |
| 1Y | -2.6% | +52.0% | -54.6% | -11.1% |
| 3Y | +69.7% | +103.5% | -33.8% | +35.5% |
| 5Y | +102.8% | -22.5% | +125.3% | +77.6% |
| All | +102.8% | -26.1% | +128.9% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 5y: compounded portfolio wealth divided by compounded TNA 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…
5y analysis · Full analysis span regression · 6 months rolling