+27.0%
ALL vs MSI
-0.7%
+27.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.2% |
| 7D | 0.0% | -3.7% | +3.7% | +0.8% |
| 30D | -1.5% | +6.8% | -8.3% | -3.0% |
| 3M | +23.6% | +14.3% | +9.3% | +20.3% |
| 6M | +22.3% | -1.6% | +23.9% | +21.3% |
| YTD | +26.5% | +22.8% | +3.7% | +22.0% |
| 1Y | +27.0% | -1.1% | +28.1% | +30.3% |
| All | +27.0% | -0.7% | +27.7% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling