+671.3%
MSI vs D
+47.5%
+623.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.7% |
| 7D | +7.7% | -2.4% | +10.1% | +8.6% |
| 30D | +19.9% | +9.0% | +10.9% | +16.1% |
| 3M | +14.9% | +1.0% | +14.0% | +14.3% |
| 6M | +37.2% | +11.0% | +26.2% | +31.4% |
| YTD | +40.8% | +19.8% | +21.0% | +30.8% |
| 1Y | +38.1% | +16.0% | +22.2% | +29.7% |
| 3Y | +77.7% | +74.4% | +3.3% | +39.3% |
| 5Y | +129.0% | +13.5% | +115.5% | +113.1% |
| 10Y | +671.3% | +48.4% | +622.9% | +565.7% |
| All | +671.3% | +47.5% | +623.8% | +565.7% |
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