+1,616.9%
BE vs MSI
+77.7%
+1,539.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.5% |
| 7D | -14.7% | +4.7% | -19.4% | -15.3% |
| 30D | -40.5% | +14.8% | -55.3% | -41.9% |
| 3M | -24.3% | +8.8% | -33.1% | -25.3% |
| 6M | -39.3% | +19.3% | -58.6% | -41.7% |
| YTD | +99.4% | +35.3% | +64.0% | +76.4% |
| 1Y | +26.6% | +33.8% | -7.2% | +13.2% |
| 3Y | +1,616.9% | +74.4% | +1,542.5% | +1,492.0% |
| All | +1,616.9% | +77.7% | +1,539.3% | +1,492.0% |
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