+348.2%
MSI vs EQX
+232.0%
+116.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -0.4% | -3.2% | +2.8% | -0.2% |
| 30D | -0.8% | +7.8% | -8.5% | -1.3% |
| 3M | +13.9% | +21.3% | -7.4% | +12.3% |
| 6M | +1.3% | -22.4% | +23.8% | +2.4% |
| YTD | +22.3% | -11.3% | +33.6% | +22.0% |
| 1Y | -3.9% | +13.5% | -17.4% | -6.1% |
| 3Y | +69.9% | +162.1% | -92.3% | +52.7% |
| 5Y | +103.8% | +84.2% | +19.6% | +81.3% |
| All | +348.2% | +232.0% | +116.2% | +332.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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