+2,202.1%
MSI vs SPXU
-100.0%
+2,302.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.5% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +6.8% | +0.8% | +6.0% | +7.1% |
| 3M | +14.3% | -4.7% | +19.0% | +13.3% |
| 6M | -1.6% | -29.6% | +28.0% | -10.2% |
| YTD | +22.8% | -29.9% | +52.7% | +12.2% |
| 1Y | -1.1% | -39.1% | +38.0% | -13.0% |
| 3Y | +70.5% | -80.0% | +150.5% | +15.9% |
| 5Y | +102.8% | -86.0% | +188.8% | +41.7% |
| 10Y | +597.4% | -99.5% | +696.9% | +137.5% |
| All | +2,202.1% | -100.0% | +2,302.1% | +174.7% |
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 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