+291.9%
AA vs MSI
+4,035.2%
-3,743.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -0.7% | -3.7% | +3.0% | +0.5% |
| 30D | +5.0% | +6.8% | -1.8% | +2.5% |
| 3M | -35.8% | +14.3% | -50.1% | -38.8% |
| 6M | -18.4% | -1.6% | -16.8% | -18.7% |
| YTD | -5.5% | +22.8% | -28.3% | -12.8% |
| 1Y | +61.0% | -1.1% | +62.1% | +59.0% |
| 3Y | +66.2% | +70.5% | -4.3% | +36.0% |
| 5Y | +11.4% | +102.8% | -91.4% | -13.7% |
| 10Y | +116.9% | +597.4% | -480.5% | +15.4% |
| All | +291.9% | +4,035.2% | -3,743.3% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling