+35.4%
MSI vs LII
-28.7%
+64.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +7.4% | +0.4% | +7.0% | +7.3% |
| 30D | +18.7% | -2.4% | +21.1% | +18.8% |
| 3M | +14.5% | -17.5% | +31.9% | +16.5% |
| 6M | +38.1% | -32.8% | +70.9% | +43.1% |
| YTD | +38.7% | -27.7% | +66.4% | +44.5% |
| 1Y | +35.4% | -28.1% | +63.5% | +40.9% |
| All | +35.4% | -28.7% | +64.1% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling