+671.4%
MSI vs ED
+136.7%
+534.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +7.4% | +2.1% | +5.3% | +6.5% |
| 30D | +18.7% | +12.4% | +6.3% | +13.4% |
| 3M | +14.5% | +13.1% | +1.3% | +8.9% |
| 6M | +38.1% | +14.1% | +24.0% | +30.8% |
| YTD | +38.7% | +23.1% | +15.7% | +27.3% |
| 1Y | +35.4% | +25.4% | +10.0% | +23.2% |
| 3Y | +75.1% | +47.9% | +27.2% | +46.6% |
| 5Y | +126.4% | +81.9% | +44.5% | +72.4% |
| 10Y | +671.4% | +141.3% | +530.1% | +461.2% |
| All | +671.4% | +136.7% | +534.7% | +461.2% |
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