+100.0%
MSI vs EFV
+95.4%
+4.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.2% |
| 7D | -4.0% | -0.5% | -3.5% | -3.7% |
| 30D | -0.5% | 0.0% | -0.5% | -0.5% |
| 3M | +11.4% | +8.4% | +3.0% | +6.5% |
| 6M | +1.0% | +12.3% | -11.4% | -5.6% |
| YTD | +20.7% | +17.4% | +3.3% | +9.8% |
| 1Y | -2.7% | +27.1% | -29.8% | -15.5% |
| 3Y | +68.2% | +90.7% | -22.5% | +12.0% |
| 5Y | +100.0% | +95.6% | +4.3% | +26.8% |
| All | +100.0% | +95.4% | +4.6% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling