+441.9%
MAR vs MSI
+593.5%
-151.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -0.5% | -4.0% | +3.5% | +1.4% |
| 30D | -4.7% | -0.5% | -4.2% | -4.6% |
| 3M | -15.6% | +11.4% | -27.0% | -20.3% |
| 6M | +1.2% | +1.0% | +0.2% | -0.4% |
| YTD | +7.5% | +20.7% | -13.2% | -3.8% |
| 1Y | +26.6% | -2.7% | +29.3% | +26.0% |
| 3Y | +66.0% | +68.2% | -2.2% | +21.6% |
| 5Y | +154.1% | +100.0% | +54.1% | +66.7% |
| 10Y | +441.9% | +596.9% | -155.0% | +111.8% |
| All | +441.9% | +593.5% | -151.7% | +111.8% |
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