+662.2%
MSI vs HBM
+285.4%
+376.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | +2.6% | +5.1% | -2.5% | +2.0% |
| 30D | +18.1% | -15.8% | +33.9% | +19.9% |
| 3M | +13.2% | -22.4% | +35.6% | +15.6% |
| 6M | +36.3% | -20.2% | +56.5% | +37.7% |
| YTD | +39.5% | +9.0% | +30.5% | +34.6% |
| 1Y | +36.9% | +27.4% | +9.5% | +29.6% |
| 3Y | +76.1% | +424.2% | -348.1% | +35.1% |
| 5Y | +123.7% | +196.1% | -72.4% | +78.3% |
| All | +662.2% | +285.4% | +376.8% | +398.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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