+107.5%
ALL vs MSI
+77.7%
+29.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | -1.9% | +4.7% | -6.6% | -3.5% |
| 30D | +13.8% | +14.8% | -1.0% | +8.6% |
| 3M | -7.0% | +8.8% | -15.8% | -9.7% |
| 6M | +18.0% | +19.3% | -1.3% | +10.7% |
| YTD | +24.2% | +35.3% | -11.1% | +10.7% |
| 1Y | +31.2% | +33.8% | -2.6% | +17.4% |
| 3Y | +107.5% | +74.4% | +33.1% | +77.0% |
| All | +107.5% | +77.7% | +29.8% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling