+69.5%
MSI vs AS
+131.9%
-62.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.6% |
| 7D | +7.7% | -3.0% | +10.7% | +7.9% |
| 30D | +19.9% | +9.6% | +10.4% | +19.2% |
| 3M | +14.9% | -8.2% | +23.1% | +15.4% |
| 6M | +37.2% | -9.9% | +47.2% | +37.8% |
| YTD | +40.8% | -16.8% | +57.6% | +41.5% |
| 1Y | +38.1% | +3.0% | +35.2% | +37.0% |
| All | +69.5% | +131.9% | -62.5% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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