+189.8%
MU vs MSI
+36.7%
+153.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.6% | +7.9% |
| 7D | -12.0% | +8.3% | -20.4% | -7.2% |
| 30D | -28.7% | +18.9% | -47.6% | -21.0% |
| 3M | -16.4% | +13.2% | -29.7% | -9.1% |
| 6M | -1.8% | +38.3% | -40.1% | +15.7% |
| YTD | +157.1% | +38.9% | +118.2% | +187.7% |
| All | +189.8% | +36.7% | +153.1% | +275.8% |
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