+594.1%
MSI vs MAS
+137.9%
+456.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.5% |
| 7D | -3.7% | -0.8% | -2.9% | -3.5% |
| 30D | +6.8% | -5.6% | +12.4% | +8.7% |
| 3M | +14.3% | +4.4% | +9.9% | +11.8% |
| 6M | -1.6% | +7.2% | -8.8% | -5.3% |
| YTD | +22.8% | +16.1% | +6.7% | +14.3% |
| 1Y | -1.1% | +0.1% | -1.2% | -3.2% |
| 3Y | +70.5% | +28.3% | +42.2% | +46.5% |
| 5Y | +102.8% | +30.5% | +72.3% | +69.1% |
| All | +594.1% | +137.9% | +456.2% | +325.2% |
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