+597.6%
MSI vs IT
+92.9%
+504.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.7% |
| 7D | -1.8% | -12.7% | +10.9% | +2.1% |
| 30D | -0.6% | -8.9% | +8.3% | +1.7% |
| 3M | +13.0% | +10.1% | +2.9% | +7.6% |
| 6M | +0.5% | +7.3% | -6.8% | -4.6% |
| YTD | +21.7% | -32.4% | +54.1% | +32.8% |
| 1Y | -2.6% | -26.6% | +24.0% | +2.3% |
| 3Y | +69.7% | -51.8% | +121.5% | +100.5% |
| 5Y | +102.8% | -45.6% | +148.4% | +122.6% |
| All | +597.6% | +92.9% | +504.7% | +370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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