+596.9%
MSI vs IBN
+312.2%
+284.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.2% |
| 7D | -4.0% | -5.1% | +1.1% | -2.6% |
| 30D | -0.5% | -3.5% | +3.1% | +0.5% |
| 3M | +11.4% | +11.3% | +0.1% | +8.1% |
| 6M | +1.0% | +4.4% | -3.5% | -0.5% |
| YTD | +20.7% | -1.8% | +22.5% | +20.7% |
| 1Y | -2.7% | -8.0% | +5.3% | -1.0% |
| 3Y | +68.2% | +27.1% | +41.1% | +54.2% |
| 5Y | +100.0% | +54.5% | +45.5% | +71.7% |
| 10Y | +596.9% | +314.2% | +282.6% | +369.1% |
| All | +596.9% | +312.2% | +284.7% | +369.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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