+226.4%
MU vs MSI
+36.2%
+190.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -2.1% |
| 7D | +21.6% | +2.6% | +19.1% | +23.3% |
| 30D | -16.2% | +18.1% | -34.3% | -7.4% |
| 3M | -12.4% | +13.2% | -25.6% | -4.6% |
| 6M | +4.2% | +36.3% | -32.1% | +22.7% |
| YTD | +180.0% | +39.5% | +140.4% | +217.3% |
| 1Y | +226.4% | +36.9% | +189.5% | +323.6% |
| All | +226.4% | +36.2% | +190.2% | +323.6% |
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