+1,181.6%
MSI vs SUI
+4,037.5%
-2,855.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | -3.7% | -2.8% | -0.9% | -2.5% |
| 30D | +6.8% | -1.2% | +8.0% | +7.3% |
| 3M | +14.3% | -1.7% | +16.0% | +14.9% |
| 6M | -1.6% | -10.5% | +8.9% | +2.8% |
| YTD | +22.8% | -1.8% | +24.6% | +23.2% |
| 1Y | -1.1% | -4.1% | +3.0% | -0.1% |
| 3Y | +70.5% | +11.3% | +59.2% | +57.0% |
| 5Y | +102.8% | -32.1% | +134.9% | +127.5% |
| 10Y | +597.4% | +110.4% | +487.0% | +351.9% |
| All | +1,181.6% | +4,037.5% | -2,855.9% | +169.8% |
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