+38.1%
MSI vs LEN
-28.8%
+66.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +7.7% | -6.4% | +14.0% | +8.2% |
| 30D | +19.9% | +15.6% | +4.3% | +18.5% |
| 3M | +14.9% | -0.8% | +15.7% | +14.8% |
| 6M | +37.2% | +0.4% | +36.9% | +36.5% |
| YTD | +40.8% | -14.1% | +54.9% | +42.3% |
| 1Y | +38.1% | -29.6% | +67.8% | +40.0% |
| All | +38.1% | -28.8% | +66.9% | +40.0% |
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