+8.7%
AA vs MSI
+36.7%
-28.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.2% | +6.0% |
| 7D | +4.8% | +8.3% | -3.5% | +5.6% |
| 30D | -0.6% | +18.9% | -19.5% | +0.8% |
| 3M | -16.3% | +13.2% | -29.5% | -15.3% |
| 6M | -33.4% | +38.3% | -71.7% | -31.2% |
| YTD | -20.7% | +38.9% | -59.6% | -16.6% |
| All | +8.7% | +36.7% | -28.0% | +21.0% |
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 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