+4,301.3%
MSI vs LSCC
+9,126.4%
-4,825.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -8.6% | +12.6% | +6.2% |
| 7D | +5.1% | -4.8% | +9.9% | +5.8% |
| 30D | +13.3% | -27.1% | +40.4% | +21.3% |
| 3M | +18.3% | -23.6% | +41.9% | +24.2% |
| 6M | +18.7% | -19.8% | +38.5% | +20.0% |
| YTD | +36.0% | +33.2% | +2.8% | +18.4% |
| 1Y | +32.6% | +55.2% | -22.7% | +10.5% |
| 3Y | +78.3% | +70.1% | +8.2% | +32.0% |
| 5Y | +121.6% | +19.5% | +102.1% | +68.9% |
| 10Y | +689.0% | +1,164.9% | -475.9% | +178.5% |
| All | +4,301.3% | +9,126.4% | -4,825.1% | +580.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling