+160.6%
MSI vs S
-51.7%
+212.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +3.2% | +2.0% | +1.3% | +3.0% |
| 30D | +17.6% | -2.7% | +20.3% | +17.6% |
| 3M | +14.5% | -6.9% | +21.4% | +14.6% |
| 6M | +34.3% | +38.1% | -3.8% | +29.3% |
| YTD | +39.7% | +48.0% | -8.3% | +33.1% |
| 1Y | +40.2% | +34.5% | +5.7% | +34.5% |
| 3Y | +77.1% | +38.3% | +38.8% | +65.0% |
| 5Y | +124.0% | -70.9% | +195.0% | +129.7% |
| All | +160.6% | -51.7% | +212.3% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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