+3,874.2%
MSI vs LEN
+10,533.4%
-6,659.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -3.7% | -3.2% | -0.5% | -3.0% |
| 30D | +6.8% | -4.9% | +11.7% | +7.9% |
| 3M | +14.3% | -8.5% | +22.8% | +16.2% |
| 6M | -1.6% | -20.7% | +19.1% | +3.3% |
| YTD | +22.8% | -17.4% | +40.2% | +27.1% |
| 1Y | -1.1% | -38.2% | +37.1% | +9.4% |
| 3Y | +70.5% | -24.9% | +95.3% | +74.4% |
| 5Y | +102.8% | -11.4% | +114.2% | +95.3% |
| 10Y | +597.4% | +110.0% | +487.4% | +399.5% |
| All | +3,874.2% | +10,533.4% | -6,659.2% | +916.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling