+167.3%
B vs MSI
+76.1%
+91.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.0% |
| 7D | -6.2% | +2.6% | -8.8% | -6.5% |
| 30D | -6.6% | +18.1% | -24.7% | -8.8% |
| 3M | -7.9% | +13.2% | -21.1% | -9.5% |
| 6M | -16.8% | +36.3% | -53.1% | -20.9% |
| YTD | -11.7% | +39.5% | -51.2% | -17.5% |
| 1Y | +3.5% | +36.9% | -33.4% | -2.8% |
| All | +167.3% | +76.1% | +91.2% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling