+539.2%
MAR vs MSI
+683.5%
-144.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.5% |
| 7D | +1.0% | +7.7% | -6.7% | -2.6% |
| 30D | +16.2% | +19.9% | -3.7% | +6.4% |
| 3M | +23.1% | +14.9% | +8.1% | +14.8% |
| 6M | +22.0% | +37.2% | -15.3% | +3.8% |
| YTD | +39.2% | +40.8% | -1.6% | +15.3% |
| 1Y | +48.3% | +38.1% | +10.1% | +24.0% |
| 3Y | +123.4% | +77.7% | +45.7% | +60.0% |
| 5Y | +185.4% | +129.0% | +56.4% | +75.1% |
| 10Y | +539.2% | +671.3% | -132.1% | +126.7% |
| All | +539.2% | +683.5% | -144.3% | +126.7% |
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