+3,971.9%
MU vs MSI
+676.2%
+3,295.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.4% |
| 7D | -22.0% | +4.7% | -26.7% | -24.1% |
| 30D | -36.6% | +14.8% | -51.3% | -41.1% |
| 3M | -21.7% | +8.8% | -30.5% | -25.8% |
| 6M | +3.5% | +19.3% | -15.8% | -8.8% |
| YTD | +141.9% | +35.3% | +106.6% | +97.0% |
| 1Y | +189.8% | +33.8% | +156.1% | +137.7% |
| 3Y | +855.4% | +74.4% | +780.9% | +550.3% |
| 5Y | +869.2% | +120.5% | +748.6% | +458.7% |
| All | +3,971.9% | +676.2% | +3,295.7% | +962.7% |
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