+596.9%
MSI vs EL
+28.8%
+568.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | 0.0% |
| 7D | -4.0% | -2.4% | -1.6% | -3.5% |
| 30D | -0.5% | +13.7% | -14.1% | -3.7% |
| 3M | +11.4% | +14.5% | -3.1% | +7.4% |
| 6M | +1.0% | +7.4% | -6.4% | -2.1% |
| YTD | +20.7% | -4.7% | +25.4% | +19.2% |
| 1Y | -2.7% | +12.9% | -15.6% | -8.5% |
| 3Y | +68.2% | -32.2% | +100.4% | +73.9% |
| 5Y | +100.0% | -68.4% | +168.3% | +172.6% |
| 10Y | +596.9% | +28.3% | +568.6% | +468.9% |
| All | +596.9% | +28.8% | +568.0% | +468.9% |
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