+102.8%
MSI vs LII
+25.3%
+77.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.2% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | +6.8% | -12.6% | +19.4% | +10.1% |
| 3M | +14.3% | -24.4% | +38.7% | +20.8% |
| 6M | -1.6% | -28.7% | +27.1% | +5.1% |
| YTD | +22.8% | -19.1% | +41.9% | +26.5% |
| 1Y | -1.1% | -29.7% | +28.6% | +5.4% |
| 3Y | +70.5% | +4.8% | +65.7% | +52.4% |
| All | +102.8% | +25.3% | +77.5% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling