+62.8%
AA vs MSI
-2.0%
+64.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.5% |
| 7D | +1.7% | -5.8% | +7.4% | +1.2% |
| 30D | +3.3% | -1.0% | +4.3% | +3.3% |
| 3M | -29.4% | +14.2% | -43.6% | -28.5% |
| 6M | -12.8% | +1.0% | -13.9% | -13.1% |
| YTD | -2.1% | +21.5% | -23.6% | -0.2% |
| 1Y | +62.8% | -2.1% | +64.9% | +64.1% |
| All | +62.8% | -2.0% | +64.8% | +64.1% |
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