+3,552.3%
ASX vs MSI
+537.2%
+3,015.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -0.7% | -3.7% | +3.0% | +0.6% |
| 30D | +2.0% | +6.8% | -4.8% | -0.8% |
| 3M | -1.3% | +14.3% | -15.6% | -6.7% |
| 6M | +71.4% | -1.6% | +73.0% | +70.5% |
| YTD | +135.3% | +22.8% | +112.5% | +115.4% |
| 1Y | +267.5% | -1.1% | +268.6% | +262.2% |
| 3Y | +388.5% | +70.5% | +318.0% | +290.2% |
| 5Y | +417.1% | +102.8% | +314.3% | +287.0% |
| 10Y | +872.7% | +597.4% | +275.3% | +359.1% |
| All | +3,552.3% | +537.2% | +3,015.1% | +1,036.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling