+151.5%
EXC vs MSI
+590.9%
-439.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.1% |
| 7D | +1.2% | -5.8% | +7.0% | +3.5% |
| 30D | -2.7% | -1.0% | -1.7% | -2.5% |
| 3M | -1.0% | +14.2% | -15.1% | -6.2% |
| 6M | -9.3% | +1.0% | -10.3% | -10.4% |
| YTD | +3.6% | +21.5% | -17.8% | -4.8% |
| 1Y | +5.9% | -2.1% | +8.0% | +5.6% |
| 3Y | +21.3% | +69.3% | -48.0% | -5.5% |
| 5Y | +46.2% | +99.3% | -53.1% | +4.3% |
| 10Y | +151.5% | +595.0% | -443.6% | +34.6% |
| All | +151.5% | +590.9% | -439.5% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling