+334.3%
SPGI vs MSI
+689.5%
-355.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.6% |
| 7D | -0.9% | +8.3% | -9.2% | -4.8% |
| 30D | +15.5% | +18.9% | -3.3% | +6.0% |
| 3M | +15.7% | +13.2% | +2.5% | +8.6% |
| 6M | +19.1% | +38.3% | -19.2% | +0.5% |
| YTD | -4.1% | +38.9% | -42.9% | -20.1% |
| 1Y | +1.2% | +36.7% | -35.5% | -15.1% |
| 3Y | +31.6% | +76.6% | -45.0% | -5.7% |
| 5Y | +12.4% | +124.5% | -112.0% | -30.4% |
| 10Y | +334.3% | +674.5% | -340.2% | +65.6% |
| All | +334.3% | +689.5% | -355.2% | +65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling