+25.7%
C vs MSI
+37.5%
-11.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +4.2% | +3.2% | +0.9% | +4.1% |
| 30D | +2.0% | +17.6% | -15.6% | +1.7% |
| 3M | -10.1% | +14.5% | -24.6% | -10.3% |
| 6M | +1.0% | +34.3% | -33.3% | -0.2% |
| YTD | +8.5% | +39.7% | -31.3% | +7.0% |
| 1Y | +25.7% | +40.2% | -14.4% | +25.5% |
| All | +25.7% | +37.5% | -11.8% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling