+3,981.9%
PG vs MSI
+3,990.4%
-8.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -0.4% | -5.8% | +5.3% | +0.2% |
| 30D | -0.1% | -1.0% | +0.8% | 0.0% |
| 3M | +1.1% | +14.2% | -13.1% | -0.5% |
| 6M | -3.8% | +1.0% | -4.9% | -4.2% |
| YTD | +3.8% | +21.5% | -17.6% | +1.3% |
| 1Y | -5.8% | -2.1% | -3.6% | -5.9% |
| 3Y | +3.0% | +69.3% | -66.3% | -3.5% |
| 5Y | +14.5% | +99.3% | -84.8% | +4.9% |
| 10Y | +117.8% | +595.0% | -477.3% | +74.8% |
| All | +3,981.9% | +3,990.4% | -8.5% | +1,834.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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