+584.1%
MA vs MSI
+663.2%
-79.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | -0.5% | +2.6% | -3.1% | -1.9% |
| 30D | +7.9% | +18.1% | -10.2% | -1.6% |
| 3M | +16.8% | +13.2% | +3.6% | +8.8% |
| 6M | +31.0% | +36.3% | -5.3% | +9.7% |
| YTD | +15.0% | +39.5% | -24.5% | -6.7% |
| 1Y | +17.0% | +36.9% | -19.9% | -4.1% |
| 3Y | +68.5% | +76.1% | -7.6% | +15.4% |
| 5Y | +85.0% | +123.7% | -38.7% | +6.8% |
| All | +584.1% | +663.2% | -79.1% | +100.8% |
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