+126.4%
MSI vs LPLA
+93.2%
+33.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +7.4% | +3.6% | +3.8% | +6.8% |
| 30D | +18.7% | -6.8% | +25.5% | +19.7% |
| 3M | +14.5% | -17.0% | +31.5% | +17.4% |
| 6M | +38.1% | +1.8% | +36.3% | +36.6% |
| YTD | +38.7% | -13.4% | +52.1% | +40.4% |
| 1Y | +35.4% | -17.5% | +52.9% | +38.2% |
| 3Y | +75.1% | +36.5% | +38.6% | +55.8% |
| 5Y | +126.4% | +92.6% | +33.7% | +73.4% |
| All | +126.4% | +93.2% | +33.2% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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