+74.4%
MSI vs Z
-21.1%
+95.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.4% |
| 7D | +4.7% | -4.6% | +9.2% | +4.8% |
| 30D | +14.8% | +8.3% | +6.4% | +13.9% |
| 3M | +8.8% | -11.6% | +20.4% | +9.2% |
| 6M | +19.3% | -33.6% | +52.9% | +21.5% |
| YTD | +35.3% | -56.7% | +92.0% | +41.0% |
| 1Y | +33.8% | -59.1% | +92.9% | +39.8% |
| 3Y | +74.4% | -20.4% | +94.8% | +76.1% |
| All | +74.4% | -21.1% | +95.5% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling