+662.2%
MSI vs ESI
+321.1%
+341.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | +2.6% | +8.3% | -5.7% | +0.7% |
| 30D | +18.1% | -10.4% | +28.6% | +20.6% |
| 3M | +13.2% | -13.2% | +26.4% | +15.9% |
| 6M | +36.3% | -23.9% | +60.1% | +42.6% |
| YTD | +39.5% | +34.2% | +5.3% | +23.0% |
| 1Y | +36.9% | +22.2% | +14.7% | +23.6% |
| 3Y | +76.1% | +79.2% | -3.1% | +36.9% |
| 5Y | +123.7% | +38.1% | +85.6% | +84.5% |
| All | +662.2% | +321.1% | +341.2% | +335.5% |
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