+533.2%
XYZ vs MSI
+668.6%
-135.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | 0.0% |
| 7D | -1.0% | -3.7% | +2.7% | +1.7% |
| 30D | -1.7% | +6.8% | -8.5% | -7.9% |
| 3M | +16.7% | +14.3% | +2.4% | +3.3% |
| 6M | +26.9% | -1.6% | +28.4% | +24.5% |
| YTD | +27.1% | +22.8% | +4.4% | +2.2% |
| 1Y | +9.3% | -1.1% | +10.4% | +4.8% |
| 3Y | +42.3% | +70.5% | -28.2% | -16.1% |
| 5Y | -69.3% | +102.8% | -172.1% | -84.1% |
| 10Y | +586.8% | +597.4% | -10.6% | +39.9% |
| All | +533.2% | +668.6% | -135.4% | +16.3% |
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