+951.2%
MSI vs ITOT
+879.4%
+71.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.5% |
| 7D | -1.8% | -2.0% | +0.3% | +0.3% |
| 30D | -0.6% | -2.0% | +1.3% | +1.3% |
| 3M | +13.0% | +4.5% | +8.5% | +7.7% |
| 6M | +0.5% | +12.6% | -12.1% | -11.6% |
| YTD | +21.7% | +12.0% | +9.7% | +7.4% |
| 1Y | -2.6% | +17.3% | -19.9% | -18.3% |
| 3Y | +69.7% | +75.2% | -5.6% | -8.2% |
| 5Y | +102.8% | +74.0% | +28.8% | +9.2% |
| 10Y | +602.9% | +298.6% | +304.3% | +48.2% |
| All | +951.2% | +879.4% | +71.7% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 all: compounded portfolio wealth divided by compounded ITOT 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…
all analysis · Full analysis span regression · 6 months rolling