+94.0%
MSI vs TLN
+683.0%
-589.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.2% | -4.6% | +2.4% |
| 7D | +8.3% | +9.1% | -0.7% | +8.0% |
| 30D | +18.9% | -4.1% | +22.9% | +19.0% |
| 3M | +13.2% | +4.4% | +8.8% | +12.9% |
| 6M | +38.3% | -6.0% | +44.3% | +38.1% |
| YTD | +38.9% | -3.1% | +42.0% | +37.9% |
| 1Y | +36.7% | -6.1% | +42.7% | +35.9% |
| 3Y | +76.6% | +575.3% | -498.8% | +55.6% |
| All | +94.0% | +683.0% | -589.0% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling