+193.4%
B vs MSI
+590.9%
-397.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | +2.3% | -5.8% | +8.1% | +3.2% |
| 30D | +1.4% | -1.0% | +2.3% | +1.5% |
| 3M | +12.2% | +14.2% | -2.0% | +9.7% |
| 6M | -2.1% | +1.0% | -3.2% | -2.6% |
| YTD | +2.9% | +21.5% | -18.5% | -0.8% |
| 1Y | +55.3% | -2.1% | +57.4% | +55.1% |
| 3Y | +198.7% | +69.3% | +129.4% | +172.2% |
| 5Y | +153.8% | +99.3% | +54.5% | +124.5% |
| 10Y | +193.4% | +595.0% | -401.6% | +168.8% |
| All | +193.4% | +590.9% | -397.5% | +168.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling