+954.3%
MDB vs MSI
+582.3%
+372.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +0.9% |
| 7D | +3.0% | +7.7% | -4.7% | -1.9% |
| 30D | -11.3% | +19.9% | -31.2% | -21.2% |
| 3M | -23.0% | +14.9% | -37.9% | -29.6% |
| 6M | +14.8% | +37.2% | -22.5% | -6.9% |
| YTD | -19.4% | +40.8% | -60.2% | -37.0% |
| 1Y | -9.0% | +38.1% | -47.1% | -27.9% |
| 3Y | -10.3% | +77.7% | -88.0% | -42.4% |
| 5Y | -38.4% | +129.0% | -167.4% | -66.9% |
| All | +954.3% | +582.3% | +372.0% | +219.0% |
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