+94.9%
MSI vs TLN
+733.8%
-638.9%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | +2.6% | +22.3% | -19.7% | +2.0% |
| 30D | +18.1% | +1.2% | +16.9% | +18.0% |
| 3M | +13.2% | +5.9% | +7.3% | +12.9% |
| 6M | +36.3% | +3.2% | +33.1% | +35.7% |
| YTD | +39.5% | +3.2% | +36.4% | +38.3% |
| 1Y | +36.9% | +5.2% | +31.7% | +35.4% |
| 3Y | +76.1% | +606.3% | -530.2% | +55.2% |
| All | +94.9% | +733.8% | -638.9% | +69.3% |
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