+596.9%
MSI vs ESI
+308.3%
+288.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -4.0% | +3.9% | -7.9% | -4.9% |
| 30D | -0.5% | -3.8% | +3.3% | +0.3% |
| 3M | +11.4% | -13.1% | +24.5% | +14.0% |
| 6M | +1.0% | +11.3% | -10.4% | -4.5% |
| YTD | +20.7% | +44.1% | -23.4% | +5.5% |
| 1Y | -2.7% | +40.3% | -43.0% | -14.8% |
| 3Y | +68.2% | +84.1% | -15.9% | +31.5% |
| 5Y | +100.0% | +75.8% | +24.2% | +55.3% |
| 10Y | +596.9% | +320.7% | +276.2% | +273.4% |
| All | +596.9% | +308.3% | +288.6% | +273.4% |
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