+543.0%
XYZ vs MSI
+751.2%
-208.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -7.2% |
| 7D | +9.2% | +5.1% | +4.1% | +4.9% |
| 30D | +9.8% | +13.3% | -3.5% | -0.6% |
| 3M | -0.2% | +18.3% | -18.5% | -13.9% |
| 6M | +18.0% | +18.7% | -0.7% | -0.5% |
| YTD | +29.1% | +36.0% | -6.9% | -4.5% |
| 1Y | +14.1% | +32.6% | -18.5% | -13.9% |
| 3Y | +72.6% | +78.3% | -5.7% | -1.3% |
| 5Y | -64.6% | +121.6% | -186.2% | -82.9% |
| 10Y | +590.0% | +689.0% | -99.0% | +26.9% |
| All | +543.0% | +751.2% | -208.2% | +8.7% |
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