+854.1%
MSI vs ESI
+224.6%
+629.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.4% |
| 7D | -3.7% | +3.3% | -7.0% | -4.3% |
| 30D | +6.8% | -5.9% | +12.7% | +7.9% |
| 3M | +14.3% | -14.1% | +28.4% | +16.6% |
| 6M | -1.6% | +6.6% | -8.1% | -4.6% |
| YTD | +22.8% | +45.0% | -22.2% | +11.5% |
| 1Y | -1.1% | +41.5% | -42.6% | -10.2% |
| 3Y | +70.5% | +78.8% | -8.3% | +44.8% |
| 5Y | +102.8% | +70.9% | +31.9% | +71.7% |
| 10Y | +597.4% | +317.1% | +280.3% | +388.3% |
| All | +854.1% | +224.6% | +629.4% | +577.4% |
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 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