+1,050.9%
MSI vs TRI
+518.6%
+532.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | +2.1% |
| 7D | -5.8% | -7.1% | +1.3% | -2.7% |
| 30D | -1.0% | -2.3% | +1.4% | -0.6% |
| 3M | +14.2% | +19.6% | -5.4% | +1.8% |
| 6M | +1.0% | -8.7% | +9.8% | +1.3% |
| YTD | +21.5% | -22.3% | +43.7% | +29.4% |
| 1Y | -2.1% | -40.7% | +38.5% | +20.4% |
| 3Y | +69.3% | -17.8% | +87.1% | +67.8% |
| 5Y | +99.3% | -8.5% | +107.8% | +84.6% |
| 10Y | +595.0% | +192.6% | +402.4% | +221.5% |
| All | +1,050.9% | +518.6% | +532.3% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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