+106,206.6%
MU vs MSI
+4,035.2%
+102,171.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.6% |
| 7D | +9.0% | -3.7% | +12.7% | +11.3% |
| 30D | +13.8% | +6.8% | +7.0% | +8.6% |
| 3M | +2.1% | +14.3% | -12.2% | -7.4% |
| 6M | +153.8% | -1.6% | +155.4% | +147.6% |
| YTD | +256.4% | +22.8% | +233.6% | +203.3% |
| 1Y | +719.8% | -1.1% | +720.9% | +688.7% |
| 3Y | +1,360.4% | +70.5% | +1,289.9% | +900.2% |
| 5Y | +1,312.4% | +102.8% | +1,209.6% | +761.0% |
| 10Y | +6,142.6% | +597.4% | +5,545.2% | +1,644.5% |
| All | +106,206.6% | +4,035.2% | +102,171.4% | +5,232.8% |
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