+671.4%
MSI vs FIVE
+562.8%
+108.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +7.4% | +7.3% | +0.1% | +6.2% |
| 30D | +18.7% | +18.1% | +0.7% | +15.6% |
| 3M | +14.5% | +7.7% | +6.7% | +12.8% |
| 6M | +38.1% | +13.6% | +24.5% | +34.5% |
| YTD | +38.7% | +34.6% | +4.1% | +30.8% |
| 1Y | +35.4% | +66.2% | -30.8% | +23.3% |
| 3Y | +75.1% | +43.5% | +31.6% | +57.5% |
| 5Y | +126.4% | +20.7% | +105.7% | +104.3% |
| 10Y | +671.4% | +541.5% | +129.9% | +436.4% |
| All | +671.4% | +562.8% | +108.6% | +436.4% |
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