+13,845.6%
SPGI vs MSI
+4,035.2%
+9,810.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +0.1% | -3.7% | +3.8% | +1.1% |
| 30D | +8.4% | +6.8% | +1.6% | +6.4% |
| 3M | +11.8% | +14.3% | -2.5% | +7.8% |
| 6M | +5.7% | -1.6% | +7.3% | +5.6% |
| YTD | -9.7% | +22.8% | -32.5% | -14.8% |
| 1Y | -12.5% | -1.1% | -11.4% | -12.9% |
| 3Y | +21.8% | +70.5% | -48.6% | +5.1% |
| 5Y | +8.2% | +102.8% | -94.6% | -10.9% |
| 10Y | +309.5% | +597.4% | -287.9% | +151.2% |
| All | +13,845.6% | +4,035.2% | +9,810.4% | +4,812.7% |
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