+662.2%
MSI vs LII
+166.1%
+496.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | +18.1% | -0.6% | +18.7% | +17.8% |
| 3M | +13.2% | -17.0% | +30.2% | +19.3% |
| 6M | +36.3% | -31.1% | +67.4% | +50.0% |
| YTD | +39.5% | -27.7% | +67.2% | +49.5% |
| 1Y | +36.9% | -26.2% | +63.0% | +45.3% |
| 3Y | +76.1% | -9.6% | +85.7% | +63.7% |
| 5Y | +123.7% | +15.7% | +108.1% | +81.2% |
| All | +662.2% | +166.1% | +496.1% | +344.6% |
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