+100.0%
MSI vs USFR
+20.4%
+79.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.0% | +0.1% | -4.0% | -4.1% |
| 30D | -0.5% | +0.3% | -0.7% | -0.8% |
| 3M | +11.4% | +1.0% | +10.4% | +10.0% |
| 6M | +1.0% | +1.9% | -1.0% | -1.6% |
| YTD | +20.7% | +2.7% | +18.0% | +16.5% |
| 1Y | -2.7% | +4.0% | -6.7% | -7.4% |
| 3Y | +68.2% | +14.0% | +54.2% | +46.5% |
| 5Y | +100.0% | +20.4% | +79.5% | +58.1% |
| All | +100.0% | +20.4% | +79.5% | +58.1% |
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 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