+107.9%
ASX vs MSI
+32.4%
+75.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.5% | +6.9% | +6.3% |
| 7D | -19.9% | +4.7% | -24.6% | -19.0% |
| 30D | -30.9% | +14.8% | -45.6% | -29.5% |
| 3M | -15.1% | +8.8% | -23.9% | -13.3% |
| 6M | -6.5% | +19.3% | -25.8% | -4.8% |
| YTD | +98.4% | +35.3% | +63.1% | +100.3% |
| 1Y | +107.9% | +33.8% | +74.1% | +122.0% |
| All | +107.9% | +32.4% | +75.4% | +122.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling