+952.5%
MSI vs Z
+10.9%
+941.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.8% | -1.2% | +2.2% |
| 7D | +8.3% | -5.2% | +13.5% | +8.8% |
| 30D | +18.9% | +5.7% | +13.1% | +17.7% |
| 3M | +13.2% | -8.7% | +22.0% | +13.7% |
| 6M | +38.3% | -26.0% | +64.2% | +41.7% |
| YTD | +38.9% | -55.0% | +93.9% | +49.7% |
| 1Y | +36.7% | -58.0% | +94.7% | +48.2% |
| 3Y | +76.6% | -15.2% | +91.7% | +71.5% |
| 5Y | +124.5% | -53.8% | +178.3% | +126.6% |
| 10Y | +674.5% | -14.5% | +689.0% | +540.0% |
| All | +952.5% | +10.9% | +941.5% | +724.9% |
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