+104.6%
MSI vs TRU
-35.6%
+140.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -0.4% | -2.7% | +2.3% | +0.2% |
| 30D | -0.8% | -2.0% | +1.3% | -0.4% |
| 3M | +13.9% | +18.4% | -4.5% | +9.7% |
| 6M | +1.3% | +8.9% | -7.5% | -1.0% |
| YTD | +22.3% | -8.9% | +31.2% | +23.2% |
| 1Y | -3.9% | -15.9% | +12.0% | -1.8% |
| 3Y | +69.9% | -1.1% | +71.0% | +62.2% |
| All | +104.6% | -35.6% | +140.2% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling