+35.4%
MSI vs Z
-60.5%
+96.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | 0.0% |
| 7D | +7.4% | -6.5% | +13.9% | +7.4% |
| 30D | +18.7% | -0.1% | +18.8% | +18.4% |
| 3M | +14.5% | -14.1% | +28.6% | +14.5% |
| 6M | +38.1% | -30.1% | +68.2% | +38.0% |
| YTD | +38.7% | -57.5% | +96.2% | +38.4% |
| 1Y | +35.4% | -60.3% | +95.7% | +35.0% |
| All | +35.4% | -60.5% | +96.0% | +35.0% |
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