+4,271.9%
MU vs MSI
+689.5%
+3,582.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.6% | +5.0% |
| 7D | -12.0% | +8.3% | -20.4% | -15.8% |
| 30D | -28.7% | +18.9% | -47.6% | -34.9% |
| 3M | -16.4% | +13.2% | -29.7% | -22.3% |
| 6M | -1.8% | +38.3% | -40.1% | -18.9% |
| YTD | +157.1% | +38.9% | +118.2% | +106.8% |
| 1Y | +208.5% | +36.7% | +171.8% | +150.6% |
| 3Y | +906.2% | +76.6% | +829.6% | +582.6% |
| 5Y | +893.4% | +124.5% | +768.9% | +468.5% |
| 10Y | +4,271.9% | +674.5% | +3,597.4% | +1,019.7% |
| All | +4,271.9% | +689.5% | +3,582.4% | +1,019.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling