+539.6%
MSI vs LBRT
-15.3%
+554.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +3.2% | +9.2% | -6.0% | +2.4% |
| 30D | +17.6% | -27.5% | +45.1% | +20.5% |
| 3M | +14.5% | -37.9% | +52.4% | +18.7% |
| 6M | +34.3% | -60.7% | +95.0% | +44.3% |
| YTD | +39.7% | -28.5% | +68.2% | +40.7% |
| 1Y | +40.2% | -13.2% | +53.4% | +38.3% |
| 3Y | +77.1% | -28.8% | +105.9% | +73.0% |
| 5Y | +124.0% | +28.0% | +96.1% | +99.5% |
| All | +539.6% | -15.3% | +554.9% | +384.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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