+72.5%
MSI vs LSCC
+20.0%
+52.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-04 to 2026-09-04.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -0.9% |
| 7D | -3.7% | +1.3% | -5.0% | -3.7% |
| 30D | +6.8% | -9.7% | +16.5% | +7.1% |
| 3M | +14.3% | -23.7% | +38.0% | +15.1% |
| 6M | -1.3% | +26.5% | -27.8% | -3.1% |
| YTD | +23.1% | +57.5% | -34.4% | +19.3% |
| 1Y | -0.8% | +75.7% | -76.5% | -4.7% |
| All | +72.5% | +20.0% | +52.5% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 2023-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded LSCC 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…
2023-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling