-2.6%
MSI vs LEN
-42.7%
+40.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.2% |
| 7D | -1.8% | -7.8% | +6.0% | -1.0% |
| 30D | -0.6% | -11.0% | +10.4% | +0.4% |
| 3M | +13.0% | -12.8% | +25.8% | +14.2% |
| 6M | +0.5% | -20.2% | +20.7% | +2.2% |
| YTD | +21.7% | -23.0% | +44.7% | +24.2% |
| 1Y | -2.6% | -41.8% | +39.2% | 0.0% |
| All | -2.6% | -42.7% | +40.1% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling