+601.1%
MSI vs HIG
+313.7%
+287.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.4% | -1.5% | +1.0% | +0.1% |
| 30D | -0.8% | -0.4% | -0.4% | -0.7% |
| 3M | +13.9% | +6.7% | +7.3% | +11.4% |
| 6M | +1.3% | +2.0% | -0.6% | +0.4% |
| YTD | +22.3% | +0.3% | +22.0% | +21.7% |
| 1Y | -3.9% | +4.2% | -8.0% | -5.7% |
| 3Y | +69.9% | +102.2% | -32.3% | +32.2% |
| 5Y | +103.8% | +118.5% | -14.7% | +53.6% |
| All | +601.1% | +313.7% | +287.4% | +355.9% |
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