+210.9%
AA vs MSI
+4,457.4%
-4,246.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | +0.9% | +4.7% | -3.8% | -0.7% |
| 30D | -6.7% | +14.8% | -21.4% | -10.9% |
| 3M | -16.3% | +8.8% | -25.2% | -18.9% |
| 6M | -37.1% | +19.3% | -56.4% | -41.2% |
| YTD | -25.0% | +35.3% | -60.3% | -33.1% |
| 1Y | +8.6% | +33.8% | -25.2% | -2.8% |
| 3Y | +57.2% | +74.4% | -17.2% | +27.4% |
| 5Y | -13.0% | +120.5% | -133.5% | -34.4% |
| 10Y | +65.5% | +685.2% | -619.6% | -15.5% |
| All | +210.9% | +4,457.4% | -4,246.5% | -28.1% |
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