+5,975.2%
MU vs MSI
+595.6%
+5,379.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.5% |
| 7D | +9.0% | -3.7% | +12.7% | +10.9% |
| 30D | +13.8% | +6.8% | +7.0% | +9.3% |
| 3M | +2.1% | +14.3% | -12.2% | -6.2% |
| 6M | +153.8% | -1.6% | +155.4% | +150.2% |
| YTD | +256.4% | +22.8% | +233.6% | +207.1% |
| 1Y | +719.8% | -1.1% | +720.9% | +698.9% |
| 3Y | +1,360.4% | +70.5% | +1,289.9% | +903.4% |
| 5Y | +1,312.4% | +102.8% | +1,209.6% | +753.5% |
| All | +5,975.2% | +595.6% | +5,379.6% | +1,703.5% |
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