+820.4%
MSCI vs MSI
+683.5%
+136.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | -0.1% |
| 7D | -1.9% | +7.7% | -9.6% | -6.1% |
| 30D | +16.5% | +19.9% | -3.5% | +4.8% |
| 3M | +18.2% | +14.9% | +3.3% | +8.8% |
| 6M | +14.0% | +37.2% | -23.3% | -5.8% |
| YTD | +16.6% | +40.8% | -24.2% | -6.5% |
| 1Y | +14.8% | +38.1% | -23.3% | -6.9% |
| 3Y | +33.3% | +77.7% | -44.4% | -10.5% |
| 5Y | +9.1% | +129.0% | -120.0% | -38.2% |
| 10Y | +820.4% | +671.3% | +149.1% | +179.4% |
| All | +820.4% | +683.5% | +136.9% | +179.4% |
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 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