+755.4%
MSI vs BLDR
+414.6%
+340.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.3% |
| 7D | -3.7% | -2.8% | -0.8% | -3.3% |
| 30D | +6.8% | -13.3% | +20.1% | +8.8% |
| 3M | +14.3% | -12.3% | +26.6% | +15.8% |
| 6M | -1.6% | -31.5% | +29.9% | +3.0% |
| YTD | +22.8% | -36.1% | +58.9% | +29.2% |
| 1Y | -1.1% | -54.1% | +53.0% | +8.9% |
| 3Y | +70.5% | -55.8% | +126.2% | +82.6% |
| 5Y | +102.8% | +20.7% | +82.1% | +82.7% |
| 10Y | +597.4% | +390.2% | +207.2% | +379.3% |
| All | +755.4% | +414.6% | +340.8% | +309.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling