+601.1%
MSI vs HRB
+209.1%
+391.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -0.4% | -8.0% | +7.6% | +1.4% |
| 30D | -0.8% | -16.0% | +15.2% | +2.9% |
| 3M | +13.9% | +26.9% | -12.9% | +7.5% |
| 6M | +1.3% | +51.1% | -49.8% | -8.9% |
| YTD | +22.3% | +7.1% | +15.2% | +18.6% |
| 1Y | -3.9% | -9.6% | +5.8% | -3.0% |
| 3Y | +69.9% | +25.4% | +44.5% | +53.8% |
| 5Y | +103.8% | +114.9% | -11.1% | +56.5% |
| All | +601.1% | +209.1% | +391.9% | +357.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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