+78.5%
MSI vs SPXU
-81.0%
+159.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +0.9% |
| 7D | +7.7% | +1.5% | +6.2% | +8.0% |
| 30D | +19.9% | +6.4% | +13.6% | +21.2% |
| 3M | +14.9% | +4.2% | +10.7% | +16.0% |
| 6M | +37.2% | -7.8% | +45.0% | +36.2% |
| YTD | +40.8% | -27.5% | +68.3% | +34.4% |
| 1Y | +38.1% | -27.1% | +65.3% | +32.3% |
| All | +78.5% | -81.0% | +159.5% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling