+1,079.5%
MPC vs MSI
+676.2%
+403.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -16.2% | +4.7% | -20.9% | -18.2% |
| 30D | -15.7% | +14.8% | -30.5% | -21.4% |
| 3M | +24.9% | +8.8% | +16.1% | +19.3% |
| 6M | +52.7% | +19.3% | +33.3% | +37.5% |
| YTD | +131.9% | +35.3% | +96.5% | +93.6% |
| 1Y | +96.6% | +33.8% | +62.9% | +65.1% |
| 3Y | +163.8% | +74.4% | +89.3% | +82.2% |
| 5Y | +533.1% | +120.5% | +412.6% | +265.1% |
| All | +1,079.5% | +676.2% | +403.3% | +287.5% |
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