+132.3%
AA vs MSI
+593.5%
-461.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -0.6% | -4.0% | +3.3% | +1.6% |
| 30D | -1.6% | -0.5% | -1.1% | -1.4% |
| 3M | -29.8% | +11.4% | -41.2% | -34.5% |
| 6M | -16.6% | +1.0% | -17.6% | -18.5% |
| YTD | -4.0% | +20.7% | -24.7% | -16.3% |
| 1Y | +63.5% | -2.7% | +66.2% | +61.6% |
| 3Y | +86.8% | +68.2% | +18.6% | +26.3% |
| 5Y | +12.4% | +100.0% | -87.6% | -33.0% |
| 10Y | +132.3% | +596.9% | -464.5% | -28.4% |
| All | +132.3% | +593.5% | -461.2% | -28.4% |
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