+19.1%
AA vs MSI
+100.4%
-81.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +4.0% |
| 7D | +1.7% | -5.8% | +7.4% | +4.2% |
| 30D | +3.3% | -1.0% | +4.3% | +3.6% |
| 3M | -29.4% | +14.2% | -43.6% | -33.8% |
| 6M | -12.8% | +1.0% | -13.9% | -14.1% |
| YTD | -2.1% | +21.5% | -23.6% | -12.9% |
| 1Y | +62.8% | -2.1% | +64.9% | +62.5% |
| 3Y | +90.5% | +69.3% | +21.1% | +28.7% |
| 5Y | +19.1% | +99.3% | -80.2% | -28.5% |
| All | +19.1% | +100.4% | -81.4% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling