-20.7%
MDLN vs MSI
+27.4%
-48.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -11.1% | -0.4% | -10.7% | -11.0% |
| 30D | -8.4% | -0.8% | -7.6% | -8.3% |
| 3M | -12.4% | +13.9% | -26.3% | -15.8% |
| 6M | -23.3% | +1.3% | -24.6% | -25.2% |
| YTD | -22.5% | +22.3% | -44.8% | -27.1% |
| All | -20.7% | +27.4% | -48.1% | -25.7% |
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