+663.4%
MSI vs EL
+62.2%
+601.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.1% |
| 7D | +3.2% | +1.5% | +1.7% | +2.9% |
| 30D | +17.6% | +10.0% | +7.6% | +14.9% |
| 3M | +14.5% | +28.4% | -13.9% | +7.5% |
| 6M | +34.3% | +37.1% | -2.8% | +23.5% |
| YTD | +39.7% | +7.8% | +31.9% | +33.8% |
| 1Y | +40.2% | +26.0% | +14.1% | +28.6% |
| 3Y | +77.1% | +3.8% | +73.3% | +60.3% |
| 5Y | +124.0% | -65.2% | +189.2% | +201.2% |
| All | +663.4% | +62.2% | +601.2% | +477.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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