+596.9%
MSI vs IVZ
+60.3%
+536.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -4.0% | +1.2% | -5.1% | -4.3% |
| 30D | -0.5% | +1.8% | -2.2% | -1.0% |
| 3M | +11.4% | +15.7% | -4.3% | +6.8% |
| 6M | +1.0% | +36.3% | -35.4% | -7.6% |
| YTD | +20.7% | +24.9% | -4.3% | +12.4% |
| 1Y | -2.7% | +48.9% | -51.6% | -13.8% |
| 3Y | +68.2% | +136.8% | -68.6% | +25.9% |
| 5Y | +100.0% | +60.0% | +40.0% | +62.8% |
| 10Y | +596.9% | +63.4% | +533.5% | +380.3% |
| All | +596.9% | +60.3% | +536.5% | +380.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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