+72,065.9%
MU vs MSI
+4,457.4%
+67,608.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.4% |
| 7D | -22.0% | +4.7% | -26.7% | -24.5% |
| 30D | -36.6% | +14.8% | -51.3% | -42.0% |
| 3M | -21.7% | +8.8% | -30.5% | -26.7% |
| 6M | +3.5% | +19.3% | -15.8% | -10.9% |
| YTD | +141.9% | +35.3% | +106.6% | +92.2% |
| 1Y | +189.8% | +33.8% | +156.1% | +132.0% |
| 3Y | +855.4% | +74.4% | +780.9% | +540.2% |
| 5Y | +869.2% | +120.5% | +748.6% | +457.7% |
| 10Y | +4,142.8% | +685.2% | +3,457.6% | +994.7% |
| All | +72,065.9% | +4,457.4% | +67,608.5% | +3,280.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling