+200.5%
B vs MSI
+689.5%
-489.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.8% |
| 7D | +11.3% | +8.3% | +3.0% | +10.0% |
| 30D | +2.9% | +18.9% | -15.9% | +0.3% |
| 3M | -2.9% | +13.2% | -16.1% | -4.7% |
| 6M | -1.2% | +38.3% | -39.5% | -6.3% |
| YTD | -1.3% | +38.9% | -40.2% | -6.9% |
| 1Y | +30.4% | +36.7% | -6.3% | +23.4% |
| 3Y | +195.3% | +76.6% | +118.7% | +167.6% |
| 5Y | +146.2% | +124.5% | +21.7% | +113.9% |
| 10Y | +200.5% | +674.5% | -474.0% | +136.4% |
| All | +200.5% | +689.5% | -489.0% | +136.4% |
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