+662.2%
MSI vs SPG
+114.5%
+547.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +2.6% | +3.1% | -0.5% | +1.8% |
| 30D | +18.1% | +16.4% | +1.7% | +13.9% |
| 3M | +13.2% | +7.1% | +6.2% | +11.3% |
| 6M | +36.3% | +16.1% | +20.2% | +31.3% |
| YTD | +39.5% | +30.4% | +9.1% | +30.4% |
| 1Y | +36.9% | +33.0% | +3.9% | +27.3% |
| 3Y | +76.1% | +134.6% | -58.5% | +41.0% |
| 5Y | +123.7% | +84.9% | +38.8% | +86.6% |
| All | +662.2% | +114.5% | +547.7% | +480.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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