+196.4%
SO vs MSI
+664.3%
-467.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | +1.4% | +3.2% | -1.9% | +0.3% |
| 30D | +4.7% | +17.6% | -12.9% | -0.7% |
| 3M | +1.7% | +14.5% | -12.8% | -2.8% |
| 6M | +2.2% | +34.3% | -32.1% | -7.7% |
| YTD | +10.0% | +39.7% | -29.8% | -2.6% |
| 1Y | +6.0% | +40.2% | -34.1% | -6.2% |
| 3Y | +54.1% | +77.1% | -23.0% | +23.1% |
| 5Y | +79.6% | +124.0% | -44.4% | +29.4% |
| All | +196.4% | +664.3% | -467.9% | +63.7% |
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