+674.5%
MSI vs FIVE
+596.6%
+77.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -3.0% | +1.8% |
| 7D | +8.3% | +6.2% | +2.2% | +7.3% |
| 30D | +18.9% | +18.2% | +0.7% | +15.7% |
| 3M | +13.2% | +3.8% | +9.4% | +12.2% |
| 6M | +38.3% | +13.7% | +24.5% | +34.6% |
| YTD | +38.9% | +34.7% | +4.2% | +31.0% |
| 1Y | +36.7% | +66.6% | -30.0% | +24.4% |
| 3Y | +76.6% | +44.3% | +32.3% | +58.6% |
| 5Y | +124.5% | +18.8% | +105.7% | +103.2% |
| 10Y | +674.5% | +569.2% | +105.3% | +438.4% |
| All | +674.5% | +596.6% | +77.9% | +438.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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