+203.2%
MSI vs COMP
-51.7%
+255.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.3% |
| 7D | +7.7% | +2.2% | +5.5% | +7.5% |
| 30D | +19.9% | +16.3% | +3.6% | +18.6% |
| 3M | +14.9% | -19.1% | +34.1% | +16.1% |
| 6M | +37.2% | +17.1% | +20.1% | +35.1% |
| YTD | +40.8% | -2.9% | +43.7% | +39.2% |
| 1Y | +38.1% | +8.8% | +29.3% | +35.5% |
| 3Y | +77.7% | +423.5% | -345.8% | +52.2% |
| 5Y | +129.0% | -10.5% | +139.5% | +116.1% |
| All | +203.2% | -51.7% | +255.0% | +187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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