+208.8%
C vs MSI
+670.3%
-461.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -0.4% | +7.4% | -7.8% | -4.1% |
| 30D | -5.2% | +18.7% | -23.9% | -13.3% |
| 3M | -9.1% | +14.5% | -23.5% | -15.5% |
| 6M | -1.6% | +38.1% | -39.7% | -18.0% |
| YTD | +6.9% | +38.7% | -31.8% | -12.3% |
| 1Y | +23.0% | +35.4% | -12.4% | +2.1% |
| 3Y | +216.1% | +75.1% | +141.1% | +119.5% |
| 5Y | +112.2% | +126.4% | -14.1% | +22.0% |
| 10Y | +208.8% | +671.4% | -462.6% | +2.2% |
| All | +208.8% | +670.3% | -461.5% | +2.2% |
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