+554.8%
MA vs MSI
+689.5%
-134.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.9% |
| 7D | -0.3% | +8.3% | -8.7% | -4.7% |
| 30D | +11.3% | +18.9% | -7.5% | +1.2% |
| 3M | +16.7% | +13.2% | +3.5% | +8.7% |
| 6M | +32.8% | +38.3% | -5.5% | +10.3% |
| YTD | +15.6% | +38.9% | -23.3% | -5.9% |
| 1Y | +19.6% | +36.7% | -17.1% | -1.9% |
| 3Y | +72.1% | +76.6% | -4.5% | +17.7% |
| 5Y | +96.0% | +124.5% | -28.4% | +12.9% |
| 10Y | +554.8% | +674.5% | -119.7% | +91.1% |
| All | +554.8% | +689.5% | -134.7% | +91.1% |
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