+597.6%
MSI vs USFR
+28.0%
+569.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -1.8% | +0.1% | -1.8% | -1.8% |
| 30D | -0.6% | +0.3% | -1.0% | -0.8% |
| 3M | +13.0% | +1.0% | +12.1% | +12.7% |
| 6M | +0.5% | +1.9% | -1.4% | -0.2% |
| YTD | +21.7% | +2.7% | +19.0% | +20.6% |
| 1Y | -2.6% | +4.0% | -6.6% | -3.9% |
| 3Y | +69.7% | +14.1% | +55.6% | +62.7% |
| 5Y | +102.8% | +20.5% | +82.3% | +91.3% |
| All | +597.6% | +28.0% | +569.6% | +568.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USFR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling