+2,793.8%
ASX vs MSI
+605.7%
+2,188.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +4.0% | -24.8% | -22.2% |
| 7D | -33.3% | +5.1% | -38.4% | -34.8% |
| 30D | -36.5% | +13.3% | -49.8% | -39.7% |
| 3M | -19.2% | +18.3% | -37.5% | -24.8% |
| 6M | -10.2% | +18.7% | -28.9% | -17.3% |
| YTD | +86.5% | +36.0% | +50.5% | +63.2% |
| 1Y | +89.6% | +32.6% | +57.1% | +67.5% |
| 3Y | +298.6% | +78.3% | +220.3% | +211.2% |
| 5Y | +414.3% | +121.6% | +292.7% | +270.1% |
| 10Y | +711.1% | +689.0% | +22.1% | +263.7% |
| All | +2,793.8% | +605.7% | +2,188.1% | +761.1% |
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