+3.5%
B vs MSI
+36.2%
-32.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.1% |
| 7D | -6.2% | +2.6% | -8.8% | -6.1% |
| 30D | -6.6% | +18.1% | -24.7% | -5.9% |
| 3M | -7.9% | +13.2% | -21.1% | -7.3% |
| 6M | -16.8% | +36.3% | -53.1% | -15.7% |
| YTD | -11.7% | +39.5% | -51.2% | -10.4% |
| 1Y | +3.5% | +36.9% | -33.4% | +7.4% |
| All | +3.5% | +36.2% | -32.7% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling