+331.8%
SPGI vs MSI
+676.2%
-344.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | +0.3% | +4.7% | -4.4% | -2.1% |
| 30D | +18.4% | +14.8% | +3.6% | +10.5% |
| 3M | +15.7% | +8.8% | +6.9% | +10.8% |
| 6M | +17.3% | +19.3% | -2.0% | +6.2% |
| YTD | -4.7% | +35.3% | -40.1% | -19.6% |
| 1Y | +1.8% | +33.8% | -32.0% | -13.6% |
| 3Y | +31.7% | +74.4% | -42.7% | -5.1% |
| 5Y | +12.1% | +120.5% | -108.4% | -30.0% |
| All | +331.8% | +676.2% | -344.4% | +66.8% |
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