+595.0%
MSI vs ALM
+3,219.4%
-2,624.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -9.9% | -1.3% |
| 7D | -5.8% | +8.4% | -14.2% | -6.0% |
| 30D | -1.0% | +34.8% | -35.8% | -1.8% |
| 3M | +14.2% | +16.2% | -2.1% | +13.4% |
| 6M | +1.0% | +2.1% | -1.1% | +0.4% |
| YTD | +21.5% | +117.0% | -95.6% | +17.9% |
| 1Y | -2.1% | +313.9% | -316.0% | -7.0% |
| 3Y | +69.3% | +2,327.9% | -2,258.6% | +50.4% |
| 5Y | +99.3% | +1,040.6% | -941.3% | +79.6% |
| 10Y | +595.0% | +3,219.4% | -2,624.4% | +480.1% |
| All | +595.0% | +3,219.4% | -2,624.4% | +480.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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