+594.1%
MSI vs PR
+109.1%
+485.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -3.7% | +2.9% | -6.6% | -3.8% |
| 30D | +6.8% | +18.0% | -11.2% | +5.9% |
| 3M | +14.3% | +16.9% | -2.6% | +13.3% |
| 6M | -1.6% | +28.2% | -29.8% | -3.0% |
| YTD | +22.8% | +69.3% | -46.5% | +19.3% |
| 1Y | -1.1% | +69.5% | -70.6% | -4.0% |
| 3Y | +70.5% | +81.7% | -11.2% | +63.9% |
| 5Y | +102.8% | +422.2% | -319.4% | +83.9% |
| All | +594.1% | +109.1% | +485.1% | +566.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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