+674.5%
MSI vs LII
+170.7%
+503.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.9% |
| 7D | +8.3% | -1.2% | +9.5% | +8.7% |
| 30D | +18.9% | -2.0% | +20.8% | +19.1% |
| 3M | +13.2% | -20.2% | +33.4% | +20.8% |
| 6M | +38.3% | -32.5% | +70.8% | +53.2% |
| YTD | +38.9% | -27.4% | +66.2% | +48.6% |
| 1Y | +36.7% | -28.2% | +64.8% | +46.5% |
| 3Y | +76.6% | -7.2% | +83.8% | +62.4% |
| 5Y | +124.5% | +19.9% | +104.6% | +79.1% |
| 10Y | +674.5% | +168.6% | +505.9% | +348.2% |
| All | +674.5% | +170.7% | +503.8% | +348.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling