+596.3%
MSI vs ES
+83.4%
+512.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | +6.8% | -2.0% | +8.8% | +7.5% |
| 3M | +14.3% | +1.7% | +12.6% | +13.4% |
| 6M | -1.6% | -3.5% | +2.0% | -0.6% |
| YTD | +22.8% | +7.9% | +14.9% | +18.8% |
| 1Y | -1.1% | +17.2% | -18.3% | -8.1% |
| 3Y | +70.5% | +29.3% | +41.2% | +48.4% |
| 5Y | +102.8% | -5.7% | +108.5% | +101.4% |
| All | +596.3% | +83.4% | +512.8% | +484.9% |
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