+601.1%
MSI vs SPXU
-99.6%
+700.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | -0.2% |
| 7D | -0.4% | +2.5% | -2.9% | +0.3% |
| 30D | -0.8% | +4.2% | -4.9% | +0.4% |
| 3M | +13.9% | -9.3% | +23.2% | +11.3% |
| 6M | +1.3% | -30.7% | +32.0% | -7.8% |
| YTD | +22.3% | -28.1% | +50.4% | +12.7% |
| 1Y | -3.9% | -35.2% | +31.4% | -13.7% |
| 3Y | +69.9% | -79.9% | +149.8% | +15.8% |
| 5Y | +103.8% | -86.4% | +190.2% | +41.6% |
| All | +601.1% | -99.6% | +700.6% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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