+601.1%
MSI vs ET
+177.0%
+424.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | -0.8% | +2.9% | -3.6% | -1.4% |
| 3M | +13.9% | +16.8% | -2.9% | +10.0% |
| 6M | +1.3% | +18.9% | -17.5% | -2.6% |
| YTD | +22.3% | +37.7% | -15.4% | +13.6% |
| 1Y | -3.9% | +32.4% | -36.3% | -10.0% |
| 3Y | +69.9% | +99.5% | -29.6% | +44.2% |
| 5Y | +103.8% | +244.0% | -140.2% | +52.3% |
| All | +601.1% | +177.0% | +424.1% | +405.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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