+3,716.0%
ALL vs MSI
+1,301.9%
+2,414.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.1% |
| 7D | 0.0% | -3.7% | +3.7% | +1.0% |
| 30D | -1.5% | +6.8% | -8.3% | -3.2% |
| 3M | +23.6% | +14.3% | +9.3% | +19.5% |
| 6M | +22.3% | -1.6% | +23.9% | +22.3% |
| YTD | +26.5% | +22.8% | +3.7% | +19.5% |
| 1Y | +27.0% | -1.1% | +28.1% | +26.5% |
| 3Y | +149.6% | +70.5% | +79.1% | +116.2% |
| 5Y | +118.1% | +102.8% | +15.3% | +79.7% |
| 10Y | +369.0% | +597.4% | -228.4% | +186.0% |
| All | +3,716.0% | +1,301.9% | +2,414.1% | +1,510.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling