+38.4%
MDT vs MSI
+595.8%
-557.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | -0.3% | -4.0% | +3.7% | +1.2% |
| 30D | +2.8% | -0.5% | +3.2% | +2.9% |
| 3M | +13.1% | +11.4% | +1.7% | +8.3% |
| 6M | +2.3% | +1.0% | +1.4% | +1.3% |
| YTD | -2.7% | +20.7% | -23.3% | -10.5% |
| 1Y | +0.9% | -2.7% | +3.5% | +0.8% |
| 3Y | +26.8% | +68.2% | -41.4% | -0.6% |
| 5Y | -19.5% | +100.0% | -119.4% | -42.6% |
| All | +38.4% | +595.8% | -557.4% | -33.2% |
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