+670.6%
MSI vs MAS
+219.8%
+450.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.5% | +5.2% |
| 7D | +5.1% | +4.6% | +0.5% | +3.4% |
| 30D | +13.3% | +19.9% | -6.6% | +6.4% |
| 3M | +18.3% | +8.9% | +9.4% | +14.4% |
| 6M | +18.7% | +20.2% | -1.5% | +10.2% |
| YTD | +36.0% | +33.9% | +2.1% | +20.2% |
| 1Y | +32.6% | +34.7% | -2.1% | +16.8% |
| 3Y | +78.3% | +60.4% | +17.9% | +40.8% |
| 5Y | +121.6% | +43.5% | +78.1% | +79.1% |
| All | +670.6% | +219.8% | +450.8% | +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