+66.8%
AA vs MSI
+76.4%
-9.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | +0.5% | +3.2% | -2.7% | +0.2% |
| 30D | -0.6% | +17.6% | -18.2% | -2.4% |
| 3M | -19.7% | +14.5% | -34.2% | -20.9% |
| 6M | -41.6% | +34.3% | -75.8% | -43.7% |
| YTD | -24.6% | +39.7% | -64.4% | -28.9% |
| 1Y | +4.9% | +40.2% | -35.3% | -1.1% |
| 3Y | +66.8% | +77.1% | -10.3% | +51.6% |
| All | +66.8% | +76.4% | -9.5% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling