+40.2%
MSI vs TRU
+0.8%
+39.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +17.6% | +21.3% | -3.7% | +14.2% |
| 3M | +14.5% | +0.2% | +14.3% | +14.2% |
| 6M | +34.3% | +22.4% | +11.9% | +30.8% |
| YTD | +39.7% | -4.8% | +44.6% | +37.1% |
| 1Y | +40.2% | -0.2% | +40.3% | +37.0% |
| All | +40.2% | +0.8% | +39.4% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling