+663.4%
MSI vs LSCC
+1,351.6%
-688.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.6% | +0.9% |
| 7D | +3.2% | +7.0% | -3.7% | +2.2% |
| 30D | +17.6% | -2.3% | +19.9% | +17.2% |
| 3M | +14.5% | -12.5% | +27.0% | +15.5% |
| 6M | +34.3% | -10.6% | +44.8% | +33.2% |
| YTD | +39.7% | +52.7% | -13.0% | +25.1% |
| 1Y | +40.2% | +74.0% | -33.8% | +22.5% |
| 3Y | +77.1% | +104.8% | -27.6% | +40.8% |
| 5Y | +124.0% | +36.2% | +87.8% | +82.5% |
| All | +663.4% | +1,351.6% | -688.2% | +275.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling