+663.4%
MSI vs D
+48.0%
+615.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | +3.2% | -1.4% | +4.6% | +3.8% |
| 30D | +17.6% | +7.7% | +9.9% | +14.3% |
| 3M | +14.5% | -0.3% | +14.8% | +14.5% |
| 6M | +34.3% | +10.1% | +24.2% | +29.0% |
| YTD | +39.7% | +19.1% | +20.7% | +30.1% |
| 1Y | +40.2% | +15.9% | +24.3% | +31.6% |
| 3Y | +77.1% | +75.0% | +2.1% | +38.6% |
| 5Y | +124.0% | +13.4% | +110.7% | +108.5% |
| All | +663.4% | +48.0% | +615.4% | +556.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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