+951.5%
MSI vs ESI
+182.6%
+768.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | +4.7% | -8.5% | +13.2% | +6.2% |
| 30D | +14.8% | -15.7% | +30.4% | +17.9% |
| 3M | +8.8% | -18.2% | +27.1% | +12.0% |
| 6M | +19.3% | -28.8% | +48.1% | +24.9% |
| YTD | +35.3% | +26.3% | +9.1% | +25.2% |
| 1Y | +33.8% | +18.2% | +15.5% | +25.2% |
| 3Y | +74.4% | +68.1% | +6.3% | +48.7% |
| 5Y | +120.5% | +28.8% | +91.7% | +95.6% |
| 10Y | +685.2% | +329.8% | +355.4% | +453.5% |
| All | +951.5% | +182.6% | +768.9% | +660.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling