+671.4%
MSI vs ESI
+306.3%
+365.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +7.4% | -6.6% | +14.0% | +8.9% |
| 30D | +18.7% | -9.8% | +28.6% | +21.0% |
| 3M | +14.5% | -11.9% | +26.4% | +16.8% |
| 6M | +38.1% | -25.1% | +63.2% | +45.0% |
| YTD | +38.7% | +31.9% | +6.8% | +22.8% |
| 1Y | +35.4% | +19.2% | +16.2% | +23.0% |
| 3Y | +75.1% | +76.2% | -1.1% | +36.7% |
| 5Y | +126.4% | +39.4% | +87.0% | +86.1% |
| 10Y | +671.4% | +304.9% | +366.5% | +351.1% |
| All | +671.4% | +306.3% | +365.1% | +351.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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