+9.5%
SPGI vs MSI
+103.4%
-93.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | +0.1% | -3.7% | +3.8% | +1.8% |
| 30D | +8.4% | +6.8% | +1.6% | +4.9% |
| 3M | +11.8% | +14.3% | -2.5% | +4.7% |
| 6M | +5.7% | -1.6% | +7.3% | +5.7% |
| YTD | -9.7% | +22.8% | -32.5% | -19.4% |
| 1Y | -12.5% | -1.1% | -11.4% | -12.9% |
| 3Y | +21.8% | +70.5% | -48.6% | -12.7% |
| All | +9.5% | +103.4% | -93.9% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling