+215.3%
MXL vs MSI
+2,208.6%
-1,993.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.2% |
| 7D | +33.1% | +2.6% | +30.5% | +31.5% |
| 30D | -33.5% | +18.1% | -51.6% | -39.9% |
| 3M | -20.7% | +13.2% | -33.9% | -27.4% |
| 6M | -35.9% | +36.3% | -72.1% | -48.5% |
| YTD | +238.3% | +39.5% | +198.8% | +159.8% |
| 1Y | +296.2% | +36.9% | +259.3% | +208.2% |
| 3Y | +254.1% | +76.1% | +178.0% | +130.9% |
| 5Y | -14.1% | +123.7% | -137.9% | -51.5% |
| 10Y | +178.1% | +664.3% | -486.2% | -20.7% |
| All | +215.3% | +2,208.6% | -1,993.4% | -57.6% |
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 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