+14,631.7%
SPGI vs MSI
+4,598.2%
+10,033.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -0.8% | +2.6% | -3.4% | -1.5% |
| 30D | +14.3% | +18.1% | -3.9% | +9.5% |
| 3M | +14.5% | +13.2% | +1.3% | +10.8% |
| 6M | +17.3% | +36.3% | -19.0% | +8.0% |
| YTD | -4.6% | +39.5% | -44.1% | -13.0% |
| 1Y | +0.8% | +36.9% | -36.1% | -7.7% |
| 3Y | +28.8% | +76.1% | -47.3% | +10.1% |
| 5Y | +14.0% | +123.7% | -109.8% | -8.5% |
| 10Y | +332.5% | +664.3% | -331.8% | +158.9% |
| All | +14,631.7% | +4,598.2% | +10,033.6% | +4,921.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling