+126.5%
MSI vs S
-57.8%
+184.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.9% |
| 7D | -5.8% | -5.8% | +0.1% | -5.3% |
| 30D | -1.0% | -9.2% | +8.2% | -0.3% |
| 3M | +14.2% | +23.4% | -9.2% | +11.6% |
| 6M | +1.0% | +36.9% | -35.9% | -2.5% |
| YTD | +21.5% | +29.5% | -8.1% | +17.5% |
| 1Y | -2.1% | +5.4% | -7.6% | -3.7% |
| 3Y | +69.3% | +14.7% | +54.6% | +60.9% |
| 5Y | +99.3% | -71.5% | +170.8% | +104.9% |
| All | +126.5% | -57.8% | +184.3% | +130.0% |
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