+129.0%
MSI vs SPXU
-84.0%
+213.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +0.6% |
| 7D | +7.7% | +1.5% | +6.2% | +8.2% |
| 30D | +19.9% | +6.4% | +13.6% | +21.9% |
| 3M | +14.9% | +4.2% | +10.7% | +16.5% |
| 6M | +37.2% | -7.8% | +45.0% | +35.7% |
| YTD | +40.8% | -27.5% | +68.3% | +31.8% |
| 1Y | +38.1% | -27.1% | +65.3% | +29.8% |
| 3Y | +77.7% | -80.8% | +158.5% | +22.7% |
| 5Y | +129.0% | -84.1% | +213.1% | +76.2% |
| All | +129.0% | -84.0% | +213.0% | +76.2% |
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