+69.3%
MSI vs LEN
-25.9%
+95.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.8% | -0.7% |
| 7D | -5.8% | -2.9% | -2.9% | -5.5% |
| 30D | -1.0% | -8.9% | +7.9% | -0.1% |
| 3M | +14.2% | -10.9% | +25.1% | +15.2% |
| 6M | +1.0% | -19.7% | +20.7% | +2.8% |
| YTD | +21.5% | -20.6% | +42.0% | +23.5% |
| 1Y | -2.1% | -42.4% | +40.3% | +2.3% |
| 3Y | +69.3% | -26.5% | +95.9% | +61.6% |
| All | +69.3% | -25.9% | +95.3% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling