+4,415.3%
MSI vs LEN
+10,602.5%
-6,187.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.1% |
| 7D | +2.6% | -8.7% | +11.3% | +4.8% |
| 30D | +18.1% | +11.6% | +6.6% | +14.6% |
| 3M | +13.2% | -1.3% | +14.5% | +12.7% |
| 6M | +36.3% | -1.4% | +37.7% | +35.1% |
| YTD | +39.5% | -16.9% | +56.4% | +43.2% |
| 1Y | +36.9% | -31.2% | +68.0% | +46.7% |
| 3Y | +76.1% | -25.6% | +101.7% | +79.6% |
| 5Y | +123.7% | -13.3% | +137.0% | +115.3% |
| 10Y | +664.3% | +138.4% | +525.9% | +427.2% |
| All | +4,415.3% | +10,602.5% | -6,187.3% | +1,045.7% |
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