+663.4%
MSI vs AIG
+67.5%
+595.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +3.2% | +6.6% | -3.3% | +1.2% |
| 30D | +17.6% | +7.0% | +10.6% | +15.0% |
| 3M | +14.5% | +9.7% | +4.8% | +11.0% |
| 6M | +34.3% | +10.8% | +23.5% | +29.6% |
| YTD | +39.7% | -1.3% | +41.0% | +39.3% |
| 1Y | +40.2% | +8.4% | +31.8% | +35.5% |
| 3Y | +77.1% | +39.0% | +38.1% | +55.8% |
| 5Y | +124.0% | +59.6% | +64.4% | +84.8% |
| All | +663.4% | +67.5% | +595.9% | +418.5% |
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