+671.3%
MSI vs P
+686.0%
-14.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.9% | +0.9% |
| 7D | +7.7% | -4.7% | +12.4% | +8.0% |
| 30D | +19.9% | -31.4% | +51.3% | +25.2% |
| 3M | +14.9% | -2.6% | +17.6% | +13.6% |
| 6M | +37.2% | +21.9% | +15.3% | +29.8% |
| YTD | +40.8% | +58.9% | -18.2% | +26.5% |
| 1Y | +38.1% | +21.7% | +16.4% | +28.1% |
| 3Y | +77.7% | +193.3% | -115.6% | +32.4% |
| 5Y | +129.0% | +275.1% | -146.1% | +58.0% |
| 10Y | +671.3% | +655.3% | +16.0% | +357.8% |
| All | +671.3% | +686.0% | -14.7% | +357.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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