+74.4%
MSI vs LII
-8.7%
+83.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | +4.7% | -0.6% | +5.3% | +4.7% |
| 30D | +14.8% | -4.6% | +19.4% | +15.3% |
| 3M | +8.8% | -21.2% | +30.0% | +12.2% |
| 6M | +19.3% | -36.4% | +55.7% | +26.2% |
| YTD | +35.3% | -28.9% | +64.3% | +40.3% |
| 1Y | +33.8% | -29.5% | +63.3% | +38.7% |
| 3Y | +74.4% | -8.6% | +83.0% | +71.3% |
| All | +74.4% | -8.7% | +83.2% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling