+671.3%
MSI vs IBB
+133.2%
+538.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.3% |
| 7D | +7.7% | -1.4% | +9.0% | +8.2% |
| 30D | +19.9% | +6.8% | +13.1% | +16.0% |
| 3M | +14.9% | +9.2% | +5.7% | +9.7% |
| 6M | +37.2% | +28.3% | +8.9% | +21.1% |
| YTD | +40.8% | +29.4% | +11.4% | +23.1% |
| 1Y | +38.1% | +33.2% | +5.0% | +18.9% |
| 3Y | +77.7% | +90.2% | -12.5% | +25.0% |
| 5Y | +129.0% | +44.0% | +85.0% | +83.5% |
| 10Y | +671.3% | +133.1% | +538.2% | +372.1% |
| All | +671.3% | +133.2% | +538.1% | +372.1% |
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