+871.5%
MU vs MSI
+76.3%
+795.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -15.2% | +7.4% | -22.6% | -15.2% |
| 30D | -29.5% | +18.7% | -48.3% | -29.8% |
| 3M | -15.8% | +14.5% | -30.2% | -16.0% |
| 6M | -2.9% | +38.1% | -41.0% | -6.5% |
| YTD | +154.2% | +38.7% | +115.5% | +136.9% |
| 1Y | +186.6% | +35.4% | +151.2% | +170.0% |
| 3Y | +871.5% | +75.1% | +796.4% | +660.3% |
| All | +871.5% | +76.3% | +795.2% | +660.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling