+674.5%
MSI vs SPG
+117.3%
+557.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.1% |
| 7D | +8.3% | +5.1% | +3.3% | +7.0% |
| 30D | +18.9% | +16.8% | +2.0% | +14.5% |
| 3M | +13.2% | +5.7% | +7.6% | +11.7% |
| 6M | +38.3% | +17.8% | +20.5% | +32.7% |
| YTD | +38.9% | +30.1% | +8.8% | +29.9% |
| 1Y | +36.7% | +32.8% | +3.9% | +27.1% |
| 3Y | +76.6% | +137.2% | -60.7% | +41.0% |
| 5Y | +124.5% | +81.5% | +43.0% | +88.1% |
| 10Y | +674.5% | +116.5% | +558.0% | +481.7% |
| All | +674.5% | +117.3% | +557.2% | +481.7% |
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