+597.6%
MSI vs MKC
+29.3%
+568.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -1.8% | -2.8% | +1.0% | -1.0% |
| 30D | -0.6% | -3.4% | +2.7% | +0.3% |
| 3M | +13.0% | +3.8% | +9.3% | +11.6% |
| 6M | +0.5% | -17.9% | +18.4% | +5.8% |
| YTD | +21.7% | -23.6% | +45.3% | +30.5% |
| 1Y | -2.6% | -23.1% | +20.5% | +3.9% |
| 3Y | +69.7% | -31.5% | +101.2% | +85.5% |
| 5Y | +102.8% | -33.1% | +135.9% | +120.2% |
| All | +597.6% | +29.3% | +568.3% | +537.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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