+3.9%
AA vs MSI
+36.5%
-32.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | +1.2% | +7.4% | -6.2% | +2.0% |
| 30D | -5.0% | +18.7% | -23.7% | -3.7% |
| 3M | -22.2% | +14.5% | -36.7% | -21.2% |
| 6M | -36.3% | +38.1% | -74.4% | -34.3% |
| YTD | -24.2% | +38.7% | -62.9% | -20.2% |
| 1Y | +3.9% | +35.4% | -31.5% | +15.6% |
| All | +3.9% | +36.5% | -32.7% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling