+83.0%
MMM vs MSI
+689.5%
-606.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +0.8% |
| 7D | +5.8% | +8.3% | -2.6% | +2.4% |
| 30D | +17.9% | +18.9% | -0.9% | +10.0% |
| 3M | +3.6% | +13.2% | -9.6% | -1.6% |
| 6M | +32.9% | +38.3% | -5.4% | +16.0% |
| YTD | +19.5% | +38.9% | -19.4% | +3.5% |
| 1Y | +16.5% | +36.7% | -20.1% | +1.6% |
| 3Y | +167.2% | +76.6% | +90.6% | +107.3% |
| 5Y | +48.2% | +124.5% | -76.3% | +2.3% |
| 10Y | +83.0% | +674.5% | -591.5% | -19.0% |
| All | +83.0% | +689.5% | -606.5% | -19.0% |
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