+719.8%
MU vs MSI
-0.7%
+720.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +5.7% |
| 7D | +9.0% | -3.7% | +12.7% | +7.4% |
| 30D | +13.8% | +6.8% | +7.0% | +17.0% |
| 3M | +2.1% | +14.3% | -12.2% | +8.0% |
| 6M | +153.8% | -1.6% | +155.4% | +169.2% |
| YTD | +256.4% | +22.8% | +233.6% | +274.3% |
| 1Y | +719.8% | -1.1% | +720.9% | +817.3% |
| All | +719.8% | -0.7% | +720.5% | +817.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling