+34.8%
MXL vs MSI
+97.7%
-62.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.7% | +8.2% | +7.9% |
| 7D | +19.0% | -4.0% | +23.0% | +21.4% |
| 30D | +4.5% | -0.5% | +4.9% | +4.1% |
| 3M | -1.5% | +11.4% | -12.9% | -9.3% |
| 6M | +348.6% | +1.0% | +347.6% | +331.9% |
| YTD | +310.3% | +20.7% | +289.6% | +236.3% |
| 1Y | +344.7% | -2.7% | +347.4% | +339.6% |
| 3Y | +211.2% | +68.2% | +143.0% | +75.7% |
| 5Y | +34.8% | +100.0% | -65.1% | -37.4% |
| All | +34.8% | +97.7% | -62.9% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling