+853.1%
MSI vs TRU
+238.0%
+615.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | +0.9% |
| 7D | -3.7% | -6.8% | +3.1% | -1.8% |
| 30D | +6.8% | 0.0% | +6.8% | +6.6% |
| 3M | +14.3% | +13.3% | +1.0% | +9.6% |
| 6M | -1.6% | +3.4% | -5.0% | -3.5% |
| YTD | +22.8% | -6.4% | +29.2% | +23.0% |
| 1Y | -1.1% | -9.7% | +8.6% | -0.5% |
| 3Y | +70.5% | +0.1% | +70.3% | +56.2% |
| 5Y | +102.8% | -34.0% | +136.8% | +114.3% |
| 10Y | +597.4% | +147.9% | +449.5% | +365.3% |
| All | +853.1% | +238.0% | +615.1% | +491.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling