+595.0%
MSI vs IBB
+122.6%
+472.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.1% |
| 7D | -5.8% | -1.7% | -4.1% | -5.1% |
| 30D | -1.0% | +4.9% | -5.8% | -3.2% |
| 3M | +14.2% | +24.2% | -10.1% | +3.1% |
| 6M | +1.0% | +23.8% | -22.8% | -9.0% |
| YTD | +21.5% | +23.0% | -1.5% | +9.5% |
| 1Y | -2.1% | +46.2% | -48.3% | -19.1% |
| 3Y | +69.3% | +64.8% | +4.5% | +29.4% |
| 5Y | +99.3% | +20.9% | +78.4% | +74.9% |
| 10Y | +595.0% | +121.6% | +473.5% | +337.0% |
| All | +595.0% | +122.6% | +472.4% | +337.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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