+597.6%
MSI vs EFV
+167.0%
+430.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | -1.8% | -2.0% | +0.2% | -0.4% |
| 30D | -0.6% | -0.2% | -0.5% | -0.5% |
| 3M | +13.0% | +9.1% | +3.9% | +6.3% |
| 6M | +0.5% | +11.7% | -11.2% | -7.4% |
| YTD | +21.7% | +17.0% | +4.7% | +8.3% |
| 1Y | -2.6% | +26.7% | -29.3% | -18.1% |
| 3Y | +69.7% | +90.2% | -20.5% | +4.6% |
| 5Y | +102.8% | +96.1% | +6.7% | +20.9% |
| All | +597.6% | +167.0% | +430.6% | +228.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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