+601.1%
MSI vs OMC
+34.2%
+566.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.7% |
| 7D | -0.4% | -4.4% | +4.0% | +1.0% |
| 30D | -0.8% | -7.6% | +6.8% | +1.6% |
| 3M | +13.9% | +4.5% | +9.4% | +11.9% |
| 6M | +1.3% | -0.3% | +1.6% | +0.8% |
| YTD | +22.3% | -0.1% | +22.4% | +20.4% |
| 1Y | -3.9% | +4.6% | -8.5% | -7.2% |
| 3Y | +69.9% | +10.5% | +59.4% | +56.4% |
| 5Y | +103.8% | +31.7% | +72.1% | +69.7% |
| All | +601.1% | +34.2% | +566.9% | +435.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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