+601.1%
MSI vs TNA
+86.1%
+515.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -0.4% | -7.3% | +6.9% | +1.0% |
| 30D | -0.8% | -14.2% | +13.4% | +2.0% |
| 3M | +13.9% | -4.6% | +18.5% | +14.4% |
| 6M | +1.3% | +36.9% | -35.6% | -6.1% |
| YTD | +22.3% | +42.5% | -20.3% | +11.6% |
| 1Y | -3.9% | +45.8% | -49.6% | -13.7% |
| 3Y | +69.9% | +104.7% | -34.8% | +29.5% |
| 5Y | +103.8% | -21.7% | +125.5% | +75.4% |
| All | +601.1% | +86.1% | +515.0% | +284.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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