+479.4%
MSI vs USHY
+50.7%
+428.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.0% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | -1.0% | 0.0% | -1.0% | -0.9% |
| 3M | +14.2% | +1.2% | +13.0% | +12.2% |
| 6M | +1.0% | +2.6% | -1.6% | -3.0% |
| YTD | +21.5% | +2.4% | +19.0% | +16.9% |
| 1Y | -2.1% | +4.2% | -6.4% | -8.3% |
| 3Y | +69.3% | +28.0% | +41.3% | +15.5% |
| 5Y | +99.3% | +21.8% | +77.5% | +49.9% |
| All | +479.4% | +50.7% | +428.7% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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