+68,550.7%
MU vs MSI
+4,479.6%
+64,071.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +4.0% | -21.5% | -19.8% |
| 7D | -29.7% | +5.1% | -34.8% | -32.2% |
| 30D | -37.2% | +13.3% | -50.5% | -42.2% |
| 3M | -26.5% | +18.3% | -44.8% | -34.7% |
| 6M | +2.6% | +18.7% | -16.1% | -11.5% |
| YTD | +130.1% | +36.0% | +94.2% | +82.4% |
| 1Y | +176.7% | +32.6% | +144.1% | +122.7% |
| 3Y | +813.1% | +78.3% | +734.8% | +503.9% |
| 5Y | +822.0% | +121.6% | +700.4% | +429.1% |
| 10Y | +3,936.2% | +689.0% | +3,247.1% | +938.6% |
| All | +68,550.7% | +4,479.6% | +64,071.1% | +3,106.9% |
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