+662.2%
MSI vs BLDR
+473.7%
+188.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.3% |
| 7D | +2.6% | -8.2% | +10.8% | +4.0% |
| 30D | +18.1% | +16.3% | +1.9% | +14.5% |
| 3M | +13.2% | -17.0% | +30.2% | +16.0% |
| 6M | +36.3% | -17.4% | +53.7% | +38.7% |
| YTD | +39.5% | -41.6% | +81.1% | +49.5% |
| 1Y | +36.9% | -43.5% | +80.4% | +47.3% |
| 3Y | +76.1% | -51.6% | +127.7% | +85.4% |
| 5Y | +123.7% | -11.6% | +135.3% | +98.2% |
| All | +662.2% | +473.7% | +188.6% | +318.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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