+591.6%
MSI vs USFR
+28.0%
+563.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.0% | +0.1% | -4.0% | -4.0% |
| 30D | -0.5% | +0.3% | -0.7% | -0.6% |
| 3M | +11.4% | +1.0% | +10.4% | +11.0% |
| 6M | +1.0% | +1.9% | -1.0% | +0.3% |
| YTD | +20.7% | +2.7% | +18.0% | +19.5% |
| 1Y | -2.7% | +4.0% | -6.7% | -4.0% |
| 3Y | +68.2% | +14.0% | +54.2% | +61.3% |
| 5Y | +100.0% | +20.4% | +79.5% | +88.6% |
| All | +591.6% | +28.0% | +563.6% | +563.1% |
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