+338.6%
SPGI vs MSI
+683.5%
-344.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.4% |
| 7D | -1.4% | +7.7% | -9.1% | -5.0% |
| 30D | +15.3% | +19.9% | -4.7% | +5.3% |
| 3M | +16.5% | +14.9% | +1.6% | +8.6% |
| 6M | +19.8% | +37.2% | -17.4% | +1.6% |
| YTD | -3.2% | +40.8% | -44.0% | -19.9% |
| 1Y | +1.8% | +38.1% | -36.3% | -15.0% |
| 3Y | +30.6% | +77.7% | -47.1% | -6.7% |
| 5Y | +16.0% | +129.0% | -113.0% | -28.9% |
| 10Y | +338.6% | +671.3% | -332.7% | +65.7% |
| All | +338.6% | +683.5% | -344.9% | +65.7% |
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