-68.9%
XYZ vs MSI
+103.4%
-172.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | 0.0% |
| 7D | -1.0% | -3.7% | +2.7% | +1.9% |
| 30D | -1.7% | +6.8% | -8.5% | -8.4% |
| 3M | +16.7% | +14.3% | +2.4% | +2.1% |
| 6M | +26.9% | -1.6% | +28.4% | +25.2% |
| YTD | +27.1% | +22.8% | +4.4% | -1.6% |
| 1Y | +9.3% | -1.1% | +10.4% | +5.6% |
| 3Y | +42.3% | +70.5% | -28.2% | -31.6% |
| All | -68.9% | +103.4% | -172.3% | -89.0% |
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 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