+215.7%
MXL vs MSI
+68.0%
+147.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.7% | +8.2% | +7.6% |
| 7D | +19.0% | -4.0% | +23.0% | +19.4% |
| 30D | +4.5% | -0.5% | +4.9% | +4.4% |
| 3M | -1.5% | +11.4% | -12.9% | -3.4% |
| 6M | +348.6% | +1.0% | +347.6% | +355.6% |
| YTD | +310.3% | +20.7% | +289.6% | +268.4% |
| 1Y | +344.7% | -2.7% | +347.4% | +365.4% |
| All | +215.7% | +68.0% | +147.7% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling