+522.5%
MSI vs LBRT
-26.4%
+548.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -13.7% | +17.7% | +5.2% |
| 7D | +5.1% | -34.8% | +39.9% | +8.8% |
| 30D | +13.3% | -43.6% | +56.9% | +18.7% |
| 3M | +18.3% | -41.2% | +59.5% | +23.2% |
| 6M | +18.7% | -66.1% | +84.8% | +29.2% |
| YTD | +36.0% | -37.9% | +73.9% | +38.7% |
| 1Y | +32.6% | -33.9% | +66.5% | +34.2% |
| 3Y | +78.3% | -40.9% | +119.2% | +77.1% |
| 5Y | +121.6% | +2.1% | +119.5% | +101.6% |
| All | +522.5% | -26.4% | +548.9% | +378.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling