+102.8%
MSI vs Z
-64.8%
+167.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | -3.7% | -3.0% | -0.7% | -3.5% |
| 30D | +6.8% | -4.2% | +11.0% | +7.1% |
| 3M | +14.3% | -3.7% | +18.0% | +14.3% |
| 6M | -1.6% | -24.5% | +22.9% | +0.5% |
| YTD | +22.8% | -49.3% | +72.1% | +29.8% |
| 1Y | -1.1% | -58.7% | +57.6% | +6.4% |
| 3Y | +70.5% | -34.1% | +104.6% | +70.9% |
| All | +102.8% | -64.8% | +167.6% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling