+53.6%
AA vs MSI
+689.5%
-635.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.2% | +4.4% |
| 7D | +4.8% | +8.3% | -3.5% | +0.2% |
| 30D | -0.6% | +18.9% | -19.5% | -9.8% |
| 3M | -16.3% | +13.2% | -29.5% | -22.1% |
| 6M | -33.4% | +38.3% | -71.7% | -45.0% |
| YTD | -20.7% | +38.9% | -59.6% | -36.0% |
| 1Y | +12.9% | +36.7% | -23.8% | -8.1% |
| 3Y | +75.7% | +76.6% | -0.8% | +16.9% |
| 5Y | -6.8% | +124.5% | -131.3% | -47.5% |
| 10Y | +53.6% | +674.5% | -620.9% | -54.8% |
| All | +53.6% | +689.5% | -635.9% | -54.8% |
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