+596.9%
MSI vs LEN
+103.7%
+493.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -4.0% | -3.4% | -0.6% | -3.3% |
| 30D | -0.5% | -5.7% | +5.2% | +0.7% |
| 3M | +11.4% | -12.2% | +23.6% | +14.1% |
| 6M | +1.0% | -18.3% | +19.3% | +4.7% |
| YTD | +20.7% | -20.2% | +40.9% | +25.4% |
| 1Y | -2.7% | -40.1% | +37.4% | +7.5% |
| 3Y | +68.2% | -26.2% | +94.4% | +71.0% |
| 5Y | +100.0% | -9.8% | +109.8% | +88.3% |
| 10Y | +596.9% | +109.1% | +487.7% | +383.8% |
| All | +596.9% | +103.7% | +493.1% | +383.8% |
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