+554.0%
XYZ vs MSI
+747.1%
-193.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.1% |
| 7D | +12.1% | +4.7% | +7.5% | +8.1% |
| 30D | +12.4% | +14.8% | -2.4% | +0.7% |
| 3M | +8.2% | +8.8% | -0.6% | +0.6% |
| 6M | +20.7% | +19.3% | +1.4% | +1.3% |
| YTD | +31.3% | +35.3% | -4.0% | -2.5% |
| 1Y | +20.5% | +33.8% | -13.3% | -9.9% |
| 3Y | +72.6% | +74.4% | -1.8% | +0.5% |
| 5Y | -64.0% | +120.5% | -184.5% | -82.5% |
| 10Y | +601.8% | +685.2% | -83.4% | +29.6% |
| All | +554.0% | +747.1% | -193.1% | +11.0% |
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