+596.9%
MSI vs MTB
+172.8%
+424.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -4.0% | +1.1% | -5.0% | -4.3% |
| 30D | -0.5% | -4.6% | +4.2% | +0.8% |
| 3M | +11.4% | +6.3% | +5.1% | +9.4% |
| 6M | +1.0% | +15.6% | -14.6% | -3.3% |
| YTD | +20.7% | +20.6% | +0.1% | +13.9% |
| 1Y | -2.7% | +22.5% | -25.2% | -8.7% |
| 3Y | +68.2% | +114.4% | -46.2% | +30.4% |
| 5Y | +100.0% | +101.9% | -1.9% | +53.1% |
| 10Y | +596.9% | +170.4% | +426.5% | +350.4% |
| All | +596.9% | +172.8% | +424.0% | +350.4% |
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