+597.6%
MSI vs BB
-0.1%
+597.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.1% |
| 7D | -1.8% | -2.1% | +0.3% | -1.6% |
| 30D | -0.6% | -16.0% | +15.4% | +0.8% |
| 3M | +13.0% | -14.5% | +27.5% | +13.8% |
| 6M | +0.5% | +118.6% | -118.0% | -8.4% |
| YTD | +21.7% | +98.9% | -77.2% | +11.8% |
| 1Y | -2.6% | +99.5% | -102.1% | -11.0% |
| 3Y | +69.7% | +65.4% | +4.3% | +52.9% |
| 5Y | +102.8% | -27.6% | +130.4% | +94.5% |
| All | +597.6% | -0.1% | +597.8% | +423.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling