+235.5%
MXL vs MSI
+1,932.0%
-1,696.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +6.0% |
| 7D | +1.6% | -3.7% | +5.3% | +3.7% |
| 30D | -7.0% | +6.8% | -13.8% | -11.1% |
| 3M | -33.4% | +14.3% | -47.7% | -39.7% |
| 6M | +260.2% | -1.6% | +261.7% | +249.4% |
| YTD | +260.0% | +22.8% | +237.2% | +200.6% |
| 1Y | +303.5% | -1.1% | +304.6% | +287.1% |
| 3Y | +160.4% | +70.5% | +90.0% | +74.0% |
| 5Y | +14.7% | +102.8% | -88.1% | -30.8% |
| 10Y | +215.6% | +597.4% | -381.8% | -3.9% |
| All | +235.5% | +1,932.0% | -1,696.5% | -51.0% |
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 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