-65.8%
BAX vs MSI
+103.4%
-169.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -1.1% | -3.7% | +2.5% | -0.4% |
| 30D | -5.5% | +6.8% | -12.3% | -6.9% |
| 3M | +33.5% | +14.3% | +19.2% | +29.5% |
| 6M | +35.9% | -1.6% | +37.4% | +35.7% |
| YTD | +35.4% | +22.8% | +12.6% | +27.7% |
| 1Y | +9.8% | -1.1% | +10.9% | +9.6% |
| 3Y | -32.7% | +70.5% | -103.2% | -43.0% |
| All | -65.8% | +103.4% | -169.2% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling