+663.4%
MSI vs HBM
+281.1%
+382.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +3.2% | +2.2% | +1.0% | +3.0% |
| 30D | +17.6% | -11.8% | +29.4% | +18.8% |
| 3M | +14.5% | -19.2% | +33.7% | +16.5% |
| 6M | +34.3% | -22.9% | +57.1% | +36.2% |
| YTD | +39.7% | +7.8% | +31.9% | +35.0% |
| 1Y | +40.2% | +34.9% | +5.2% | +31.8% |
| 3Y | +77.1% | +422.2% | -345.1% | +36.0% |
| 5Y | +124.0% | +192.8% | -68.8% | +78.8% |
| All | +663.4% | +281.1% | +382.3% | +400.2% |
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