+392.6%
ASX vs MSI
+70.3%
+322.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -0.7% | -3.7% | +3.0% | 0.0% |
| 30D | +2.0% | +6.8% | -4.8% | +0.3% |
| 3M | -1.3% | +14.3% | -15.6% | -4.6% |
| 6M | +71.4% | -1.6% | +73.0% | +72.5% |
| YTD | +135.3% | +22.8% | +112.5% | +121.6% |
| 1Y | +267.5% | -1.1% | +268.6% | +271.9% |
| All | +392.6% | +70.3% | +322.3% | +274.6% |
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