+274.2%
MXL vs MSI
+601.8%
-327.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.6% |
| 7D | +16.6% | -1.8% | +18.4% | +17.8% |
| 30D | +0.5% | -0.6% | +1.1% | +0.1% |
| 3M | -3.6% | +13.0% | -16.7% | -12.8% |
| 6M | +328.0% | +0.5% | +327.5% | +307.8% |
| YTD | +297.8% | +21.7% | +276.1% | +227.1% |
| 1Y | +339.4% | -2.6% | +342.0% | +325.4% |
| 3Y | +201.7% | +69.7% | +132.1% | +89.7% |
| 5Y | +32.8% | +102.8% | -70.0% | -26.6% |
| All | +274.2% | +601.8% | -327.6% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling