+178.1%
MCD vs MSI
+595.6%
-417.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -2.8% | -3.7% | +0.9% | -1.5% |
| 30D | -6.0% | +6.8% | -12.8% | -8.4% |
| 3M | -5.6% | +14.3% | -19.9% | -10.3% |
| 6M | -21.9% | -1.6% | -20.3% | -21.9% |
| YTD | -14.7% | +22.8% | -37.5% | -21.6% |
| 1Y | -17.3% | -1.1% | -16.2% | -17.7% |
| 3Y | -2.2% | +70.5% | -72.6% | -22.4% |
| 5Y | +20.3% | +102.8% | -82.5% | -12.4% |
| All | +178.1% | +595.6% | -417.5% | +52.1% |
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