+719.1%
B vs MSI
+4,457.4%
-3,738.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +9.6% | +4.7% | +4.9% | +9.3% |
| 30D | +3.5% | +14.8% | -11.2% | +2.6% |
| 3M | -1.6% | +8.8% | -10.4% | -2.2% |
| 6M | -1.7% | +19.3% | -21.0% | -3.0% |
| YTD | -5.3% | +35.3% | -40.7% | -7.4% |
| 1Y | +27.2% | +33.8% | -6.6% | +24.5% |
| 3Y | +166.1% | +74.4% | +91.7% | +155.7% |
| 5Y | +136.5% | +120.5% | +16.0% | +123.4% |
| 10Y | +172.2% | +685.2% | -513.0% | +137.9% |
| All | +719.1% | +4,457.4% | -3,738.3% | +606.9% |
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