+938.2%
MU vs MSI
+124.3%
+813.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +12.8% | +3.2% | +9.6% | +11.8% |
| 30D | -14.9% | +17.6% | -32.5% | -19.6% |
| 3M | -18.0% | +14.5% | -32.6% | -22.2% |
| 6M | -3.1% | +34.3% | -37.4% | -14.8% |
| YTD | +172.9% | +39.7% | +133.2% | +128.9% |
| 1Y | +228.8% | +40.2% | +188.7% | +175.3% |
| 3Y | +950.8% | +77.1% | +873.7% | +632.0% |
| All | +938.2% | +124.3% | +813.9% | +476.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling