+638.0%
XYZ vs MSI
+689.5%
-51.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +1.6% |
| 7D | +14.9% | +8.3% | +6.5% | +7.8% |
| 30D | +14.7% | +18.9% | -4.2% | -0.1% |
| 3M | +12.1% | +13.2% | -1.1% | +1.1% |
| 6M | +18.3% | +38.3% | -19.9% | -10.6% |
| YTD | +36.1% | +38.9% | -2.8% | -1.2% |
| 1Y | +35.3% | +36.7% | -1.4% | -0.6% |
| 3Y | +73.5% | +76.6% | -3.1% | -0.4% |
| 5Y | -61.6% | +124.5% | -186.1% | -81.8% |
| 10Y | +638.0% | +674.5% | -36.5% | +45.0% |
| All | +638.0% | +689.5% | -51.5% | +45.0% |
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 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