+1,315.7%
MU vs MSI
+103.4%
+1,212.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.4% |
| 7D | +9.0% | -3.7% | +12.7% | +10.4% |
| 30D | +13.8% | +6.8% | +7.0% | +10.4% |
| 3M | +2.1% | +14.3% | -12.2% | -4.3% |
| 6M | +153.8% | -1.6% | +155.4% | +154.0% |
| YTD | +256.4% | +22.8% | +233.6% | +214.2% |
| 1Y | +719.8% | -1.1% | +720.9% | +715.2% |
| 3Y | +1,360.4% | +70.5% | +1,289.9% | +913.8% |
| All | +1,315.7% | +103.4% | +1,212.3% | +737.0% |
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