+293.4%
C vs MSI
+597.7%
-304.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +3.6% | -3.7% | +7.3% | +5.6% |
| 30D | +0.1% | +6.8% | -6.8% | -3.9% |
| 3M | +2.4% | +14.3% | -11.9% | -5.3% |
| 6M | +24.9% | -1.6% | +26.5% | +24.4% |
| YTD | +19.8% | +22.8% | -3.0% | +5.0% |
| 1Y | +44.9% | -1.1% | +46.0% | +42.6% |
| 3Y | +263.0% | +70.5% | +192.5% | +154.1% |
| 5Y | +129.5% | +102.8% | +26.7% | +40.0% |
| All | +293.4% | +597.7% | -304.3% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling