+1,312.5%
MSI vs SUI
+4,109.4%
-2,797.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | +4.7% | +6.2% | -1.5% | +2.0% |
| 30D | +14.8% | +8.6% | +6.2% | +10.6% |
| 3M | +8.8% | +1.0% | +7.8% | +8.0% |
| 6M | +19.3% | -2.6% | +21.9% | +20.0% |
| YTD | +35.3% | -0.1% | +35.5% | +34.5% |
| 1Y | +33.8% | +0.5% | +33.3% | +32.5% |
| 3Y | +74.4% | +15.3% | +59.2% | +58.4% |
| 5Y | +120.5% | -26.1% | +146.7% | +138.1% |
| 10Y | +685.2% | +117.8% | +567.4% | +400.7% |
| All | +1,312.5% | +4,109.4% | -2,797.0% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling