+483.3%
MSI vs USHY
+49.7%
+433.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.4% |
| 7D | -0.4% | -0.7% | +0.3% | +0.6% |
| 30D | -0.8% | -0.7% | -0.1% | +0.3% |
| 3M | +13.9% | +0.1% | +13.9% | +13.8% |
| 6M | +1.3% | +1.8% | -0.4% | -1.5% |
| YTD | +22.3% | +1.8% | +20.5% | +18.9% |
| 1Y | -3.9% | +3.3% | -7.1% | -8.6% |
| 3Y | +69.9% | +27.0% | +42.9% | +17.4% |
| 5Y | +103.8% | +21.0% | +82.8% | +54.7% |
| All | +483.3% | +49.7% | +433.6% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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