+597.6%
MSI vs Z
-6.2%
+603.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.6% | +1.2% |
| 7D | -1.8% | -11.6% | +9.8% | -0.5% |
| 30D | -0.6% | -8.5% | +7.8% | +0.2% |
| 3M | +13.0% | -7.9% | +20.9% | +13.6% |
| 6M | +0.5% | -29.1% | +29.6% | +3.8% |
| YTD | +21.7% | -54.2% | +75.9% | +31.4% |
| 1Y | -2.6% | -63.5% | +60.9% | +7.6% |
| 3Y | +69.7% | -38.6% | +108.3% | +72.0% |
| 5Y | +102.8% | -66.0% | +168.8% | +110.9% |
| All | +597.6% | -6.2% | +603.9% | +469.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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