+578.8%
MS vs MSI
+689.5%
-110.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +1.8% |
| 7D | +0.7% | +8.3% | -7.6% | -3.3% |
| 30D | -0.9% | +18.9% | -19.8% | -9.2% |
| 3M | -13.0% | +13.2% | -26.2% | -18.5% |
| 6M | -2.0% | +38.3% | -40.2% | -17.8% |
| YTD | +7.8% | +38.9% | -31.1% | -11.4% |
| 1Y | +17.9% | +36.7% | -18.8% | -2.4% |
| 3Y | +174.8% | +76.6% | +98.2% | +91.8% |
| 5Y | +119.9% | +124.5% | -4.6% | +30.0% |
| 10Y | +578.8% | +674.5% | -95.7% | +121.6% |
| All | +578.8% | +689.5% | -110.7% | +121.6% |
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