+18.7%
MSI vs LSCC
-19.6%
+38.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -8.6% | +12.6% | +3.2% |
| 7D | +5.1% | -4.8% | +9.9% | +4.6% |
| 30D | +13.3% | -27.1% | +40.4% | +10.4% |
| 3M | +18.3% | -23.6% | +41.9% | +16.0% |
| 6M | +18.7% | -19.8% | +38.5% | +19.7% |
| All | +18.7% | -19.6% | +38.3% | +19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling