+810.9%
MSI vs USFR
+27.5%
+783.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +6.8% | +0.3% | +6.5% | +6.7% |
| 3M | +14.3% | +1.0% | +13.3% | +13.8% |
| 6M | -1.6% | +1.9% | -3.5% | -2.4% |
| YTD | +22.8% | +2.6% | +20.2% | +21.4% |
| 1Y | -1.1% | +4.0% | -5.1% | -2.7% |
| 3Y | +70.5% | +14.1% | +56.4% | +61.2% |
| 5Y | +102.8% | +20.4% | +82.4% | +87.6% |
| 10Y | +597.4% | +28.0% | +569.4% | +529.5% |
| All | +810.9% | +27.5% | +783.4% | +716.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling