+517.1%
MSI vs LII
+3,124.4%
-2,607.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.3% |
| 7D | -3.7% | -0.7% | -3.0% | -3.5% |
| 30D | +6.8% | -12.6% | +19.4% | +11.5% |
| 3M | +14.3% | -24.4% | +38.7% | +23.6% |
| 6M | -1.6% | -28.7% | +27.1% | +7.7% |
| YTD | +22.8% | -19.1% | +41.9% | +28.3% |
| 1Y | -1.1% | -29.7% | +28.6% | +7.7% |
| 3Y | +70.5% | +4.8% | +65.7% | +55.7% |
| 5Y | +102.8% | +24.6% | +78.2% | +70.1% |
| 10Y | +597.4% | +169.2% | +428.2% | +333.8% |
| All | +517.1% | +3,124.4% | -2,607.2% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling