+662.2%
MSI vs HIG
+260.2%
+402.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | +18.1% | +4.4% | +13.8% | +16.4% |
| 3M | +13.2% | 0.0% | +13.2% | +13.0% |
| 6M | +36.3% | +3.8% | +32.5% | +34.1% |
| YTD | +39.5% | +0.7% | +38.8% | +38.5% |
| 1Y | +36.9% | +5.0% | +31.8% | +33.8% |
| 3Y | +76.1% | +95.3% | -19.2% | +38.3% |
| 5Y | +123.7% | +110.8% | +12.9% | +70.0% |
| All | +662.2% | +260.2% | +402.0% | +393.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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