+159.1%
MSI vs PL
+81.7%
+77.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.0% |
| 7D | -5.8% | -7.5% | +1.8% | -5.5% |
| 30D | -1.0% | -25.6% | +24.6% | +0.1% |
| 3M | +14.2% | -45.6% | +59.8% | +16.6% |
| 6M | +1.0% | -29.5% | +30.6% | +1.2% |
| YTD | +21.5% | -9.7% | +31.1% | +19.8% |
| 1Y | -2.1% | +84.4% | -86.5% | -7.6% |
| 3Y | +69.3% | +550.0% | -480.7% | +40.7% |
| 5Y | +99.3% | +79.0% | +20.3% | +68.6% |
| All | +159.1% | +81.7% | +77.4% | +118.4% |
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