+363.8%
ALL vs MSI
+689.5%
-325.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.5% |
| 7D | -3.9% | +8.3% | -12.2% | -7.1% |
| 30D | +10.6% | +18.9% | -8.2% | +2.8% |
| 3M | -4.6% | +13.2% | -17.8% | -9.6% |
| 6M | +20.2% | +38.3% | -18.1% | +4.5% |
| YTD | +23.7% | +38.9% | -15.2% | +6.4% |
| 1Y | +27.9% | +36.7% | -8.8% | +10.6% |
| 3Y | +109.2% | +76.6% | +32.6% | +60.0% |
| 5Y | +148.0% | +124.5% | +23.5% | +67.3% |
| 10Y | +363.8% | +674.5% | -310.7% | +111.0% |
| All | +363.8% | +689.5% | -325.7% | +111.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling