+356.1%
ALL vs MSI
+590.9%
-234.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.9% |
| 7D | -1.7% | -5.8% | +4.0% | +0.7% |
| 30D | -4.7% | -1.0% | -3.7% | -4.4% |
| 3M | +18.4% | +14.2% | +4.2% | +11.9% |
| 6M | +20.5% | +1.0% | +19.5% | +19.1% |
| YTD | +23.5% | +21.5% | +2.1% | +12.6% |
| 1Y | +29.0% | -2.1% | +31.1% | +28.7% |
| 3Y | +153.7% | +69.3% | +84.4% | +97.6% |
| 5Y | +114.8% | +99.3% | +15.5% | +53.0% |
| 10Y | +356.1% | +595.0% | -238.9% | +139.5% |
| All | +356.1% | +590.9% | -234.8% | +139.5% |
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