+1.8%
SPGI vs MSI
+37.5%
-35.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -1.4% | +7.7% | -9.1% | -2.9% |
| 30D | +15.3% | +19.9% | -4.7% | +10.9% |
| 3M | +16.5% | +14.9% | +1.6% | +13.0% |
| 6M | +19.8% | +37.2% | -17.4% | +11.8% |
| YTD | -3.2% | +40.8% | -44.0% | -10.3% |
| 1Y | +1.8% | +38.1% | -36.3% | -7.2% |
| All | +1.8% | +37.5% | -35.7% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling