-1.1%
MSI vs Z
-58.8%
+57.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.9% |
| 7D | -3.7% | -3.0% | -0.7% | -3.6% |
| 30D | +6.8% | -4.2% | +11.0% | +6.9% |
| 3M | +14.3% | -3.7% | +18.0% | +13.9% |
| 6M | -1.6% | -24.5% | +22.9% | -2.3% |
| YTD | +22.8% | -49.3% | +72.1% | +21.0% |
| 1Y | -1.1% | -58.7% | +57.6% | -2.5% |
| All | -1.1% | -58.8% | +57.7% | -2.5% |
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