+671.3%
MSI vs MTB
+119.7%
+551.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +7.7% | -2.0% | +9.7% | +8.3% |
| 30D | +19.9% | +0.1% | +19.8% | +19.8% |
| 3M | +14.9% | -12.1% | +27.1% | +18.9% |
| 6M | +37.2% | +7.3% | +29.9% | +34.2% |
| YTD | +40.8% | +11.5% | +29.2% | +35.7% |
| 1Y | +38.1% | +21.3% | +16.9% | +30.0% |
| 3Y | +77.7% | +104.1% | -26.4% | +39.8% |
| 5Y | +129.0% | +61.8% | +67.2% | +88.5% |
| 10Y | +671.3% | +115.4% | +555.9% | +446.2% |
| All | +671.3% | +119.7% | +551.5% | +446.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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