+601.1%
MSI vs AU
+699.0%
-97.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -0.4% | -4.3% | +3.9% | -0.2% |
| 30D | -0.8% | +7.3% | -8.1% | -1.1% |
| 3M | +13.9% | +26.3% | -12.4% | +12.5% |
| 6M | +1.3% | +1.8% | -0.4% | +0.8% |
| YTD | +22.3% | +26.8% | -4.5% | +20.0% |
| 1Y | -3.9% | +66.7% | -70.5% | -7.2% |
| 3Y | +69.9% | +579.1% | -509.2% | +50.6% |
| 5Y | +103.8% | +689.3% | -585.5% | +77.6% |
| All | +601.1% | +699.0% | -97.9% | +538.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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