+627.7%
MSI vs EFV
+258.8%
+368.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -3.7% | +1.5% | -5.2% | -4.8% |
| 30D | +6.8% | +1.7% | +5.1% | +5.4% |
| 3M | +14.3% | +8.6% | +5.7% | +6.9% |
| 6M | -1.6% | +11.7% | -13.2% | -10.3% |
| YTD | +22.8% | +19.3% | +3.5% | +6.1% |
| 1Y | -1.1% | +30.2% | -31.3% | -20.3% |
| 3Y | +70.5% | +91.6% | -21.1% | -0.6% |
| 5Y | +102.8% | +96.4% | +6.4% | +14.7% |
| 10Y | +597.4% | +166.5% | +430.9% | +201.5% |
| All | +627.7% | +258.8% | +368.9% | +127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling