+432.3%
ASX vs MSI
+103.4%
+328.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | -0.7% | -3.7% | +3.0% | +0.9% |
| 30D | +2.0% | +6.8% | -4.8% | -1.4% |
| 3M | -1.3% | +14.3% | -15.6% | -7.9% |
| 6M | +71.4% | -1.6% | +73.0% | +71.4% |
| YTD | +135.3% | +22.8% | +112.5% | +109.2% |
| 1Y | +267.5% | -1.1% | +268.6% | +265.0% |
| 3Y | +388.5% | +70.5% | +318.0% | +231.2% |
| All | +432.3% | +103.4% | +328.9% | +203.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling