+504.7%
ASX vs MSI
+125.1%
+379.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | -9.1% | +7.4% | -16.6% | -11.9% |
| 30D | -23.6% | +18.7% | -42.3% | -29.0% |
| 3M | -5.6% | +14.5% | -20.1% | -11.3% |
| 6M | +4.7% | +38.1% | -33.4% | -10.5% |
| YTD | +122.6% | +38.7% | +83.9% | +87.3% |
| 1Y | +133.0% | +35.4% | +97.6% | +98.5% |
| 3Y | +367.1% | +75.1% | +292.0% | +219.4% |
| 5Y | +504.7% | +126.4% | +378.4% | +226.7% |
| All | +504.7% | +125.1% | +379.6% | +226.7% |
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