+671.3%
MSI vs LEN
+142.4%
+528.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +7.7% | -6.4% | +14.0% | +9.1% |
| 30D | +19.9% | +15.6% | +4.3% | +15.9% |
| 3M | +14.9% | -0.8% | +15.7% | +14.4% |
| 6M | +37.2% | +0.4% | +36.9% | +35.7% |
| YTD | +40.8% | -14.1% | +54.9% | +43.2% |
| 1Y | +38.1% | -29.6% | +67.8% | +46.6% |
| 3Y | +77.7% | -23.1% | +100.8% | +78.6% |
| 5Y | +129.0% | -8.9% | +137.9% | +114.4% |
| 10Y | +671.3% | +146.2% | +525.0% | +417.6% |
| All | +671.3% | +142.4% | +528.9% | +417.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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