+556.2%
MS vs MSI
+683.5%
-127.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.9% |
| 7D | -1.7% | +7.7% | -9.4% | -5.4% |
| 30D | +0.9% | +19.9% | -19.0% | -7.9% |
| 3M | -10.8% | +14.9% | -25.8% | -17.1% |
| 6M | +0.9% | +37.2% | -36.3% | -15.0% |
| YTD | +9.8% | +40.8% | -31.0% | -10.3% |
| 1Y | +17.1% | +38.1% | -21.1% | -3.5% |
| 3Y | +175.7% | +77.7% | +98.0% | +92.0% |
| 5Y | +125.9% | +129.0% | -3.2% | +32.2% |
| 10Y | +556.2% | +671.3% | -115.1% | +113.7% |
| All | +556.2% | +683.5% | -127.3% | +113.7% |
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