+63,606.1%
SU vs MSI
+4,605.3%
+59,000.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +1.7% | +3.2% | -1.5% | +1.0% |
| 30D | -7.9% | +17.6% | -25.5% | -11.2% |
| 3M | +7.5% | +14.5% | -7.0% | +4.2% |
| 6M | +7.2% | +34.3% | -27.0% | 0.0% |
| YTD | +60.9% | +39.7% | +21.2% | +48.1% |
| 1Y | +63.6% | +40.2% | +23.5% | +50.4% |
| 3Y | +128.9% | +77.1% | +51.7% | +98.3% |
| 5Y | +228.3% | +124.0% | +104.2% | +167.5% |
| 10Y | +240.6% | +665.5% | -424.9% | +113.4% |
| All | +63,606.1% | +4,605.3% | +59,000.8% | +21,630.7% |
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 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