+200.3%
MSI vs PL
+46.3%
+154.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | +7.7% | +13.4% | -5.7% | +7.1% |
| 30D | +19.9% | -10.2% | +30.1% | +20.2% |
| 3M | +14.9% | -39.5% | +54.4% | +16.9% |
| 6M | +37.2% | -65.7% | +103.0% | +42.1% |
| YTD | +40.8% | -27.3% | +68.1% | +39.7% |
| 1Y | +38.1% | +15.0% | +23.1% | +33.4% |
| 3Y | +77.7% | +560.8% | -483.1% | +45.8% |
| 5Y | +129.0% | +38.4% | +90.6% | +93.4% |
| All | +200.3% | +46.3% | +154.0% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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