+540.9%
MPC vs MSI
+117.4%
+423.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.0% | -7.9% | -4.8% |
| 7D | -12.8% | +5.1% | -17.8% | -13.7% |
| 30D | -12.7% | +13.3% | -26.0% | -15.2% |
| 3M | +27.1% | +18.3% | +8.8% | +22.1% |
| 6M | +45.8% | +18.7% | +27.1% | +39.5% |
| YTD | +134.7% | +36.0% | +98.7% | +115.1% |
| 1Y | +106.0% | +32.6% | +73.5% | +90.2% |
| 3Y | +165.5% | +78.3% | +87.2% | +115.7% |
| 5Y | +540.9% | +121.6% | +419.3% | +364.3% |
| All | +540.9% | +117.4% | +423.5% | +364.3% |
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