+1,270.3%
MSI vs FIVE
+822.5%
+447.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +4.7% | -0.3% | +4.9% | +4.6% |
| 30D | +14.8% | +17.7% | -2.9% | +12.1% |
| 3M | +8.8% | +4.0% | +4.8% | +7.9% |
| 6M | +19.3% | +2.6% | +16.7% | +18.1% |
| YTD | +35.3% | +27.6% | +7.8% | +29.3% |
| 1Y | +33.8% | +59.9% | -26.2% | +23.6% |
| 3Y | +74.4% | +35.8% | +38.7% | +59.0% |
| 5Y | +120.5% | +14.4% | +106.1% | +101.5% |
| 10Y | +685.2% | +576.1% | +109.1% | +451.3% |
| All | +1,270.3% | +822.5% | +447.8% | +875.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling