+22.0%
SPGI vs MSI
+70.3%
-48.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +0.1% | -3.7% | +3.8% | +1.4% |
| 30D | +8.4% | +6.8% | +1.6% | +5.8% |
| 3M | +11.8% | +14.3% | -2.5% | +6.5% |
| 6M | +5.7% | -1.6% | +7.3% | +5.9% |
| YTD | -9.7% | +22.8% | -32.5% | -17.2% |
| 1Y | -12.5% | -1.1% | -11.4% | -12.2% |
| All | +22.0% | +70.3% | -48.3% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling