+595.0%
MSI vs ED
+104.2%
+490.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -5.8% | +0.5% | -6.3% | -6.0% |
| 30D | -1.0% | +1.1% | -2.1% | -1.4% |
| 3M | +14.2% | +4.6% | +9.5% | +12.0% |
| 6M | +1.0% | -2.0% | +3.0% | +1.6% |
| YTD | +21.5% | +11.7% | +9.8% | +16.0% |
| 1Y | -2.1% | +15.7% | -17.9% | -8.0% |
| 3Y | +69.3% | +34.4% | +35.0% | +47.5% |
| 5Y | +99.3% | +67.3% | +32.0% | +57.3% |
| 10Y | +595.0% | +104.0% | +491.0% | +432.3% |
| All | +595.0% | +104.2% | +490.8% | +432.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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