+671.4%
MSI vs Z
-19.5%
+690.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +0.5% |
| 7D | +7.4% | -6.5% | +13.9% | +8.0% |
| 30D | +18.7% | -0.1% | +18.8% | +18.3% |
| 3M | +14.5% | -14.1% | +28.6% | +15.7% |
| 6M | +38.1% | -30.1% | +68.2% | +42.3% |
| YTD | +38.7% | -57.5% | +96.2% | +50.3% |
| 1Y | +35.4% | -60.3% | +95.7% | +47.7% |
| 3Y | +75.1% | -21.0% | +96.1% | +71.3% |
| 5Y | +126.4% | -54.9% | +181.3% | +128.8% |
| 10Y | +671.4% | -16.0% | +687.4% | +522.4% |
| All | +671.4% | -19.5% | +690.9% | +522.4% |
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