+671.3%
MSI vs USFR
+28.5%
+642.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +7.7% | +0.1% | +7.6% | +7.7% |
| 30D | +19.9% | +0.4% | +19.5% | +19.7% |
| 3M | +14.9% | +1.1% | +13.9% | +14.5% |
| 6M | +37.2% | +2.1% | +35.2% | +36.2% |
| YTD | +40.8% | +3.4% | +37.3% | +38.9% |
| 1Y | +38.1% | +4.1% | +34.0% | +36.0% |
| 3Y | +77.7% | +14.4% | +63.3% | +69.1% |
| 5Y | +129.0% | +21.4% | +107.6% | +113.5% |
| 10Y | +671.3% | +28.5% | +642.8% | +614.5% |
| All | +671.3% | +28.5% | +642.8% | +614.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling