+597.6%
MSI vs HBM
+622.7%
-25.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.5% | +8.4% | +1.6% |
| 7D | -1.8% | -3.7% | +2.0% | -1.4% |
| 30D | -0.6% | -3.7% | +3.0% | -0.4% |
| 3M | +13.0% | +8.0% | +5.0% | +11.4% |
| 6M | +0.5% | +15.8% | -15.3% | -2.5% |
| YTD | +21.7% | +34.4% | -12.7% | +15.4% |
| 1Y | -2.6% | +98.2% | -100.8% | -12.2% |
| 3Y | +69.7% | +476.6% | -406.9% | +29.9% |
| 5Y | +102.8% | +331.1% | -228.3% | +55.4% |
| All | +597.6% | +622.7% | -25.0% | +345.3% |
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