+595.0%
MSI vs SPG
+61.5%
+533.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.4% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | -1.0% | -4.9% | +4.0% | +0.2% |
| 3M | +14.2% | +3.3% | +10.8% | +13.2% |
| 6M | +1.0% | +11.2% | -10.2% | -1.7% |
| YTD | +21.5% | +17.1% | +4.4% | +16.5% |
| 1Y | -2.1% | +21.6% | -23.7% | -7.1% |
| 3Y | +69.3% | +111.9% | -42.5% | +38.9% |
| 5Y | +99.3% | +106.9% | -7.6% | +62.5% |
| 10Y | +595.0% | +62.2% | +532.8% | +465.2% |
| All | +595.0% | +61.5% | +533.5% | +465.2% |
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