+369.0%
ALL vs MSI
+683.5%
-314.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.2% |
| 7D | -2.6% | +7.7% | -10.2% | -5.6% |
| 30D | +12.7% | +19.9% | -7.2% | +4.4% |
| 3M | +0.4% | +14.9% | -14.5% | -5.4% |
| 6M | +23.8% | +37.2% | -13.5% | +8.0% |
| YTD | +27.8% | +40.8% | -13.0% | +9.2% |
| 1Y | +28.9% | +38.1% | -9.3% | +11.0% |
| 3Y | +113.9% | +77.7% | +36.2% | +63.2% |
| 5Y | +157.4% | +129.0% | +28.4% | +72.2% |
| 10Y | +369.0% | +671.3% | -302.3% | +112.9% |
| All | +369.0% | +683.5% | -314.5% | +112.9% |
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