+27.5%
MSI vs Z
-54.2%
+81.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.4% | -8.2% | +0.9% |
| 7D | +2.8% | +10.2% | -7.4% | +2.4% |
| 30D | +9.1% | +23.7% | -14.5% | +8.3% |
| 3M | +12.5% | -6.6% | +19.1% | +12.4% |
| 6M | +14.2% | -23.0% | +37.2% | +14.0% |
| YTD | +30.7% | -50.3% | +81.0% | +30.3% |
| 1Y | +27.5% | -53.6% | +81.1% | +27.0% |
| All | +27.5% | -54.2% | +81.7% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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