+803.7%
B vs MSI
+4,035.2%
-3,231.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | -3.7% | +2.1% | -1.4% |
| 30D | +9.4% | +6.8% | +2.6% | +8.9% |
| 3M | +5.0% | +14.3% | -9.3% | +4.0% |
| 6M | -3.5% | -1.6% | -2.0% | -3.6% |
| YTD | +4.5% | +22.8% | -18.3% | +2.8% |
| 1Y | +67.8% | -1.1% | +68.9% | +67.5% |
| 3Y | +196.7% | +70.5% | +126.2% | +185.6% |
| 5Y | +151.9% | +102.8% | +49.1% | +139.4% |
| 10Y | +202.2% | +597.4% | -395.3% | +166.2% |
| All | +803.7% | +4,035.2% | -3,231.5% | +685.1% |
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