+2,515.5%
MSI vs SPXU
-100.0%
+2,615.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -0.6% |
| 7D | +2.6% | -9.4% | +11.9% | -0.1% |
| 30D | +18.1% | +7.4% | +10.7% | +20.9% |
| 3M | +13.2% | +6.2% | +7.0% | +15.6% |
| 6M | +36.3% | -7.2% | +43.5% | +34.6% |
| YTD | +39.5% | -26.8% | +66.3% | +29.5% |
| 1Y | +36.9% | -26.3% | +63.1% | +27.6% |
| 3Y | +76.1% | -80.6% | +156.7% | +18.2% |
| 5Y | +123.7% | -83.6% | +207.3% | +64.0% |
| 10Y | +664.3% | -99.5% | +763.8% | +163.8% |
| All | +2,515.5% | -100.0% | +2,615.5% | +217.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling