+126.4%
MSI vs USFR
+21.4%
+105.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +7.4% | +0.1% | +7.3% | +7.4% |
| 30D | +18.7% | +0.4% | +18.3% | +18.4% |
| 3M | +14.5% | +1.1% | +13.4% | +13.5% |
| 6M | +38.1% | +2.1% | +36.1% | +35.9% |
| YTD | +38.7% | +3.4% | +35.3% | +34.8% |
| 1Y | +35.4% | +4.1% | +31.3% | +31.0% |
| 3Y | +75.1% | +14.4% | +60.7% | +63.5% |
| 5Y | +126.4% | +21.4% | +105.0% | +106.9% |
| All | +126.4% | +21.4% | +105.0% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling