+222.7%
AA vs MSI
+4,640.9%
-4,418.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.2% |
| 7D | +1.1% | +7.7% | -6.6% | -1.3% |
| 30D | -1.3% | +19.9% | -21.2% | -7.1% |
| 3M | -23.9% | +14.9% | -38.9% | -27.5% |
| 6M | -36.8% | +37.2% | -74.0% | -43.4% |
| YTD | -22.2% | +40.8% | -62.9% | -31.4% |
| 1Y | +10.4% | +38.1% | -27.8% | -2.2% |
| 3Y | +72.0% | +77.7% | -5.7% | +38.7% |
| 5Y | -15.6% | +129.0% | -144.7% | -37.1% |
| 10Y | +47.8% | +671.3% | -623.5% | -24.2% |
| All | +222.7% | +4,640.9% | -4,418.2% | -26.3% |
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