+634.6%
XYZ vs MSI
+670.3%
-35.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | +12.6% | +7.4% | +5.2% | +6.4% |
| 30D | +10.8% | +18.7% | -7.9% | -3.3% |
| 3M | +8.4% | +14.5% | -6.1% | -3.1% |
| 6M | +14.3% | +38.1% | -23.8% | -13.6% |
| YTD | +31.5% | +38.7% | -7.2% | -4.4% |
| 1Y | +28.1% | +35.4% | -7.3% | -5.2% |
| 3Y | +66.2% | +75.1% | -8.9% | -3.9% |
| 5Y | -62.3% | +126.4% | -188.7% | -82.3% |
| 10Y | +634.6% | +671.4% | -36.8% | +44.3% |
| All | +634.6% | +670.3% | -35.7% | +44.3% |
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