+123.9%
MSI vs LSCC
+41.7%
+82.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.6% |
| 7D | +2.6% | +21.2% | -18.6% | +0.6% |
| 30D | +18.1% | -1.9% | +20.0% | +17.9% |
| 3M | +13.2% | -8.1% | +21.3% | +13.4% |
| 6M | +36.3% | -5.2% | +41.5% | +34.8% |
| YTD | +39.5% | +61.5% | -22.0% | +27.3% |
| 1Y | +36.9% | +81.3% | -44.4% | +22.7% |
| 3Y | +76.1% | +108.7% | -32.6% | +45.4% |
| All | +123.9% | +41.7% | +82.2% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling