+597.6%
MSI vs AIG
+65.5%
+532.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.8% | -2.4% | +0.6% | -1.0% |
| 30D | -0.6% | -2.9% | +2.3% | +0.3% |
| 3M | +13.0% | +0.8% | +12.2% | +12.6% |
| 6M | +0.5% | -2.7% | +3.2% | +1.1% |
| YTD | +21.7% | -11.2% | +32.9% | +25.7% |
| 1Y | -2.6% | -1.5% | -1.1% | -3.0% |
| 3Y | +69.7% | +34.4% | +35.3% | +50.9% |
| 5Y | +102.8% | +54.4% | +48.4% | +69.0% |
| All | +597.6% | +65.5% | +532.1% | +391.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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