+830.6%
MSI vs Z
+25.1%
+805.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | -3.7% | -3.0% | -0.7% | -3.4% |
| 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% | +1.0% |
| YTD | +22.8% | -49.3% | +72.1% | +31.2% |
| 1Y | -1.1% | -58.7% | +57.6% | +7.8% |
| 3Y | +70.5% | -34.1% | +104.6% | +71.7% |
| 5Y | +102.8% | -64.5% | +167.3% | +110.5% |
| 10Y | +597.4% | -0.5% | +597.9% | +468.6% |
| All | +830.6% | +25.1% | +805.5% | +623.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling