+261.5%
MSI vs ALC
+21.6%
+239.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.3% |
| 7D | -5.8% | -3.7% | -2.1% | -4.4% |
| 30D | -1.0% | -3.7% | +2.8% | +0.4% |
| 3M | +14.2% | +4.6% | +9.6% | +11.9% |
| 6M | +1.0% | -14.6% | +15.6% | +6.3% |
| YTD | +21.5% | -11.9% | +33.3% | +25.8% |
| 1Y | -2.1% | -13.1% | +11.0% | +1.7% |
| 3Y | +69.3% | -15.0% | +84.3% | +71.4% |
| 5Y | +99.3% | -16.2% | +115.5% | +99.3% |
| All | +261.5% | +21.6% | +239.9% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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