+990.4%
MSI vs AU
+783.5%
+206.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -1.0% |
| 7D | -5.8% | -0.3% | -5.5% | -5.7% |
| 30D | -1.0% | +12.8% | -13.7% | -2.1% |
| 3M | +14.2% | +28.5% | -14.3% | +11.3% |
| 6M | +1.0% | +4.8% | -3.8% | -0.3% |
| YTD | +21.5% | +31.0% | -9.5% | +17.0% |
| 1Y | -2.1% | +81.4% | -83.6% | -8.8% |
| 3Y | +69.3% | +618.4% | -549.1% | +36.7% |
| 5Y | +99.3% | +686.3% | -587.0% | +56.9% |
| 10Y | +595.0% | +664.5% | -69.5% | +418.8% |
| All | +990.4% | +783.5% | +206.9% | +730.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling