+126.4%
MSI vs SUI
-25.9%
+152.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +7.4% | +3.4% | +4.0% | +6.3% |
| 30D | +18.7% | +4.6% | +14.1% | +17.0% |
| 3M | +14.5% | +1.6% | +12.9% | +13.7% |
| 6M | +38.1% | -3.5% | +41.6% | +39.1% |
| YTD | +38.7% | -1.0% | +39.7% | +38.6% |
| 1Y | +35.4% | -1.7% | +37.1% | +35.5% |
| 3Y | +75.1% | +18.4% | +56.7% | +60.2% |
| 5Y | +126.4% | -26.3% | +152.7% | +164.7% |
| All | +126.4% | -25.9% | +152.3% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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