-10.2%
ASX vs MSI
+18.7%
-28.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +4.0% | -24.8% | -18.7% |
| 7D | -33.3% | +5.1% | -38.4% | -31.3% |
| 30D | -36.5% | +13.3% | -49.8% | -33.0% |
| 3M | -19.2% | +18.3% | -37.5% | -14.2% |
| 6M | -10.2% | +18.7% | -28.9% | -3.2% |
| All | -10.2% | +18.7% | -28.9% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling