+866.4%
MSI vs BLDR
+392.3%
+474.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.6% |
| 7D | +7.4% | -1.1% | +8.5% | +7.4% |
| 30D | +18.7% | +19.1% | -0.3% | +15.3% |
| 3M | +14.5% | -12.6% | +27.0% | +16.0% |
| 6M | +38.1% | -18.7% | +56.8% | +40.6% |
| YTD | +38.7% | -38.8% | +77.6% | +46.2% |
| 1Y | +35.4% | -41.2% | +76.6% | +43.3% |
| 3Y | +75.1% | -49.4% | +124.5% | +83.4% |
| 5Y | +126.4% | -6.0% | +132.4% | +110.9% |
| 10Y | +671.4% | +523.1% | +148.3% | +411.8% |
| All | +866.4% | +392.3% | +474.1% | +363.7% |
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