+110.3%
MO vs MSI
+601.8%
-491.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.1% |
| 7D | -1.0% | -1.8% | +0.8% | -0.5% |
| 30D | +5.8% | -0.6% | +6.4% | +5.9% |
| 3M | -4.5% | +13.0% | -17.6% | -7.8% |
| 6M | +5.7% | +0.5% | +5.2% | +5.1% |
| YTD | +23.1% | +21.7% | +1.4% | +15.9% |
| 1Y | +10.9% | -2.6% | +13.5% | +10.9% |
| 3Y | +96.1% | +69.7% | +26.5% | +64.9% |
| 5Y | +100.1% | +102.8% | -2.7% | +56.9% |
| All | +110.3% | +601.8% | -491.5% | +34.1% |
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