+595.0%
MSI vs CAPR
-77.1%
+672.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -1.0% |
| 7D | -5.8% | -9.5% | +3.7% | -5.7% |
| 30D | -1.0% | +121.5% | -122.5% | -2.0% |
| 3M | +14.2% | -65.4% | +79.5% | +14.5% |
| 6M | +1.0% | -67.5% | +68.6% | +1.4% |
| YTD | +21.5% | -68.6% | +90.1% | +21.9% |
| 1Y | -2.1% | +42.7% | -44.8% | -5.7% |
| 3Y | +69.3% | +43.4% | +26.0% | +59.3% |
| 5Y | +99.3% | +86.0% | +13.3% | +84.9% |
| 10Y | +595.0% | -77.4% | +672.4% | +528.4% |
| All | +595.0% | -77.1% | +672.2% | +528.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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