+666.9%
MSI vs MAS
+213.7%
+453.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | +4.7% | +2.0% | +2.7% | +3.8% |
| 30D | +14.8% | +19.4% | -4.6% | +7.9% |
| 3M | +8.8% | +9.4% | -0.6% | +5.1% |
| 6M | +19.3% | +15.3% | +4.0% | +12.4% |
| YTD | +35.3% | +31.3% | +4.0% | +20.4% |
| 1Y | +33.8% | +34.9% | -1.1% | +17.7% |
| 3Y | +74.4% | +58.6% | +15.8% | +38.1% |
| 5Y | +120.5% | +40.7% | +79.8% | +79.3% |
| All | +666.9% | +213.7% | +453.2% | +325.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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