+549.2%
MPC vs MSI
+123.5%
+425.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +4.0% |
| 7D | -9.4% | +8.3% | -17.8% | -11.0% |
| 30D | -14.3% | +18.9% | -33.2% | -17.6% |
| 3M | +31.1% | +13.2% | +17.9% | +27.4% |
| 6M | +60.3% | +38.3% | +22.0% | +48.0% |
| YTD | +142.5% | +38.9% | +103.6% | +121.3% |
| 1Y | +104.6% | +36.7% | +67.9% | +87.5% |
| 3Y | +191.7% | +76.6% | +115.2% | +138.7% |
| 5Y | +549.2% | +124.5% | +424.7% | +371.4% |
| All | +549.2% | +123.5% | +425.7% | +371.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling