+254.1%
MP vs MSI
+300.3%
-46.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.2% |
| 7D | -10.5% | +4.7% | -15.2% | -12.9% |
| 30D | -23.5% | +14.8% | -38.3% | -29.4% |
| 3M | -25.4% | +8.8% | -34.2% | -29.2% |
| 6M | -51.3% | +19.3% | -70.6% | -56.7% |
| YTD | -29.9% | +35.3% | -65.2% | -42.7% |
| 1Y | -31.8% | +33.8% | -65.6% | -43.9% |
| 3Y | +127.0% | +74.4% | +52.6% | +41.0% |
| 5Y | -3.3% | +120.5% | -123.8% | -52.3% |
| All | +254.1% | +300.3% | -46.2% | +19.6% |
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