+674.5%
MSI vs ES
+82.6%
+591.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +8.3% | -0.1% | +8.4% | +8.4% |
| 30D | +18.9% | +5.7% | +13.1% | +16.4% |
| 3M | +13.2% | -2.8% | +16.0% | +14.2% |
| 6M | +38.3% | +7.0% | +31.3% | +34.4% |
| YTD | +38.9% | +6.8% | +32.1% | +34.7% |
| 1Y | +36.7% | -0.5% | +37.1% | +35.4% |
| 3Y | +76.6% | +47.2% | +29.4% | +45.1% |
| 5Y | +124.5% | +2.3% | +122.2% | +114.7% |
| 10Y | +674.5% | +85.6% | +588.9% | +559.1% |
| All | +674.5% | +82.6% | +591.9% | +559.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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