+100.0%
MSI vs SPXU
-85.9%
+185.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.3% |
| 7D | -4.0% | +1.3% | -5.2% | -3.7% |
| 30D | -0.5% | +5.1% | -5.6% | +0.8% |
| 3M | +11.4% | -9.1% | +20.5% | +9.2% |
| 6M | +1.0% | -29.6% | +30.6% | -6.6% |
| YTD | +20.7% | -27.7% | +48.3% | +12.6% |
| 1Y | -2.7% | -37.0% | +34.3% | -12.0% |
| 3Y | +68.2% | -80.2% | +148.4% | +17.9% |
| 5Y | +100.0% | -86.0% | +186.0% | +47.3% |
| All | +100.0% | -85.9% | +185.8% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling