+1,116.6%
MPC vs MSI
+595.6%
+521.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +5.4% | -3.7% | +9.1% | +7.4% |
| 30D | +31.0% | +6.8% | +24.1% | +26.3% |
| 3M | +46.0% | +14.3% | +31.7% | +35.6% |
| 6M | +77.3% | -1.6% | +78.9% | +76.4% |
| YTD | +141.9% | +22.8% | +119.1% | +112.7% |
| 1Y | +120.9% | -1.1% | +122.0% | +117.2% |
| 3Y | +182.7% | +70.5% | +112.2% | +96.0% |
| 5Y | +646.4% | +102.8% | +543.6% | +348.6% |
| All | +1,116.6% | +595.6% | +521.0% | +316.5% |
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