+38.1%
MSI vs LII
-27.8%
+65.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +7.7% | -2.3% | +10.0% | +7.9% |
| 30D | +19.9% | -1.7% | +21.6% | +19.9% |
| 3M | +14.9% | -18.3% | +33.2% | +17.2% |
| 6M | +37.2% | -32.3% | +69.6% | +42.1% |
| YTD | +40.8% | -27.1% | +67.9% | +46.6% |
| 1Y | +38.1% | -27.2% | +65.3% | +43.6% |
| All | +38.1% | -27.8% | +65.9% | +43.6% |
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 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