+153.2%
ECL vs MSI
+590.9%
-437.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | -0.8% | -5.8% | +5.0% | +2.2% |
| 30D | -2.5% | -1.0% | -1.5% | -2.1% |
| 3M | +8.3% | +14.2% | -5.8% | +1.0% |
| 6M | -1.1% | +1.0% | -2.1% | -2.6% |
| YTD | +6.5% | +21.5% | -15.0% | -5.0% |
| 1Y | +2.1% | -2.1% | +4.2% | +1.6% |
| 3Y | +57.6% | +69.3% | -11.7% | +13.3% |
| 5Y | +28.1% | +99.3% | -71.3% | -17.3% |
| 10Y | +153.2% | +595.0% | -441.8% | +6.2% |
| All | +153.2% | +590.9% | -437.7% | +6.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling