+61,246.3%
SU vs MSI
+4,035.2%
+57,211.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +3.6% | -3.7% | +7.3% | +4.4% |
| 30D | +7.9% | +6.8% | +1.0% | +6.1% |
| 3M | +3.5% | +14.3% | -10.8% | +0.2% |
| 6M | +19.0% | -1.6% | +20.5% | +18.6% |
| YTD | +55.0% | +22.8% | +32.2% | +46.9% |
| 1Y | +71.2% | -1.1% | +72.3% | +70.0% |
| 3Y | +117.4% | +70.5% | +47.0% | +89.9% |
| 5Y | +335.2% | +102.8% | +232.4% | +262.5% |
| 10Y | +248.7% | +597.4% | -348.7% | +123.4% |
| All | +61,246.3% | +4,035.2% | +57,211.1% | +21,457.5% |
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