+118.9%
MSI vs LSCC
+26.3%
+92.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.6% | -1.2% |
| 7D | +4.7% | +13.0% | -8.3% | +3.3% |
| 30D | +14.8% | -19.8% | +34.6% | +16.9% |
| 3M | +8.8% | -18.4% | +27.2% | +10.3% |
| 6M | +19.3% | -16.1% | +35.4% | +19.3% |
| YTD | +35.3% | +42.7% | -7.4% | +25.0% |
| 1Y | +33.8% | +68.0% | -34.2% | +20.5% |
| 3Y | +74.4% | +85.8% | -11.4% | +45.6% |
| All | +118.9% | +26.3% | +92.5% | +84.9% |
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