+663.4%
MSI vs ETR
+378.9%
+284.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.2% | +1.2% | +2.1% | +2.8% |
| 30D | +17.6% | +7.0% | +10.6% | +14.6% |
| 3M | +14.5% | +4.6% | +9.9% | +12.4% |
| 6M | +34.3% | +0.1% | +34.1% | +33.6% |
| YTD | +39.7% | +23.2% | +16.5% | +27.7% |
| 1Y | +40.2% | +20.6% | +19.6% | +29.0% |
| 3Y | +77.1% | +156.3% | -79.1% | +15.8% |
| 5Y | +124.0% | +159.6% | -35.6% | +43.3% |
| All | +663.4% | +378.9% | +284.5% | +330.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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