+601.1%
MSI vs TRI
+196.2%
+404.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.1% |
| 7D | -0.4% | -7.9% | +7.5% | +2.4% |
| 30D | -0.8% | -4.5% | +3.7% | +0.4% |
| 3M | +13.9% | +22.1% | -8.2% | +3.9% |
| 6M | +1.3% | -2.8% | +4.1% | -0.2% |
| YTD | +22.3% | -23.4% | +45.7% | +32.7% |
| 1Y | -3.9% | -41.5% | +37.7% | +19.5% |
| 3Y | +69.9% | -19.2% | +89.1% | +69.1% |
| 5Y | +103.8% | -9.4% | +113.2% | +86.5% |
| All | +601.1% | +196.2% | +404.9% | +291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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