+1,106.2%
MPC vs MSI
+689.5%
+416.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +3.3% |
| 7D | -9.4% | +8.3% | -17.8% | -13.0% |
| 30D | -14.3% | +18.9% | -33.2% | -21.4% |
| 3M | +31.1% | +13.2% | +17.9% | +22.8% |
| 6M | +60.3% | +38.3% | +22.0% | +34.7% |
| YTD | +142.5% | +38.9% | +103.6% | +100.0% |
| 1Y | +104.6% | +36.7% | +67.9% | +70.0% |
| 3Y | +191.7% | +76.6% | +115.2% | +100.8% |
| 5Y | +549.2% | +124.5% | +424.7% | +271.8% |
| 10Y | +1,106.2% | +674.5% | +431.7% | +282.7% |
| All | +1,106.2% | +689.5% | +416.7% | +282.7% |
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