+925.6%
MSI vs Z
+6.9%
+918.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.2% |
| 7D | +4.7% | -4.6% | +9.2% | +5.0% |
| 30D | +14.8% | +8.3% | +6.4% | +13.3% |
| 3M | +8.8% | -11.6% | +20.4% | +9.6% |
| 6M | +19.3% | -33.6% | +52.9% | +23.8% |
| YTD | +35.3% | -56.7% | +92.0% | +46.4% |
| 1Y | +33.8% | -59.1% | +92.9% | +45.5% |
| 3Y | +74.4% | -20.4% | +94.8% | +70.7% |
| 5Y | +120.5% | -55.3% | +175.8% | +123.3% |
| 10Y | +685.2% | -14.2% | +699.4% | +548.4% |
| All | +925.6% | +6.9% | +918.8% | +707.1% |
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 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