+61.3%
MDT vs MSI
+683.5%
-622.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | -3.2% | +7.7% | -10.9% | -5.9% |
| 30D | +10.5% | +19.9% | -9.4% | +3.2% |
| 3M | +13.0% | +14.9% | -2.0% | +7.1% |
| 6M | +38.7% | +37.2% | +1.4% | +22.5% |
| YTD | +8.5% | +40.8% | -32.3% | -5.9% |
| 1Y | +10.0% | +38.1% | -28.1% | -3.9% |
| 3Y | +58.6% | +77.7% | -19.1% | +22.4% |
| 5Y | -0.3% | +129.0% | -129.3% | -32.4% |
| 10Y | +61.3% | +671.3% | -610.0% | -25.8% |
| All | +61.3% | +683.5% | -622.2% | -25.8% |
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