+124.5%
MSI vs ED
+82.1%
+42.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.8% | +2.7% |
| 7D | +8.3% | -0.1% | +8.4% | +8.4% |
| 30D | +18.9% | +11.6% | +7.3% | +14.4% |
| 3M | +13.2% | +10.5% | +2.7% | +9.2% |
| 6M | +38.3% | +13.2% | +25.0% | +32.2% |
| YTD | +38.9% | +22.1% | +16.7% | +29.2% |
| 1Y | +36.7% | +24.2% | +12.5% | +26.3% |
| 3Y | +76.6% | +46.9% | +29.6% | +50.0% |
| 5Y | +124.5% | +80.8% | +43.7% | +72.5% |
| All | +124.5% | +82.1% | +42.4% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling