+78.8%
MMM vs MSI
+672.0%
-593.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +7.0% | +7.4% | -0.5% | +3.9% |
| 30D | +18.4% | +18.7% | -0.3% | +10.5% |
| 3M | +4.5% | +14.5% | -10.0% | -1.2% |
| 6M | +33.4% | +38.1% | -4.7% | +16.5% |
| YTD | +20.0% | +38.7% | -18.8% | +4.0% |
| 1Y | +15.0% | +35.4% | -20.4% | +0.6% |
| 3Y | +165.0% | +75.1% | +89.9% | +106.3% |
| 5Y | +47.9% | +126.4% | -78.5% | +1.8% |
| All | +78.8% | +672.0% | -593.2% | -20.1% |
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