+939.5%
MSI vs EL
+1,831.4%
-891.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +7.7% | +0.3% | +7.4% | +7.5% |
| 30D | +19.9% | +12.3% | +7.6% | +15.6% |
| 3M | +14.9% | +28.4% | -13.5% | +5.8% |
| 6M | +37.2% | +36.7% | +0.5% | +23.0% |
| YTD | +40.8% | +8.4% | +32.4% | +32.5% |
| 1Y | +38.1% | +25.4% | +12.7% | +23.9% |
| 3Y | +77.7% | +3.4% | +74.3% | +56.2% |
| 5Y | +129.0% | -64.8% | +193.8% | +182.5% |
| 10Y | +671.3% | +63.0% | +608.3% | +438.4% |
| All | +939.5% | +1,831.4% | -891.8% | +215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling