+265.0%
C vs MSI
+70.3%
+194.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +3.6% | -3.7% | +7.3% | +4.4% |
| 30D | +0.1% | +6.8% | -6.8% | -1.7% |
| 3M | +2.4% | +14.3% | -11.9% | -1.1% |
| 6M | +24.9% | -1.6% | +26.5% | +25.4% |
| YTD | +19.8% | +22.8% | -3.0% | +12.1% |
| 1Y | +44.9% | -1.1% | +46.0% | +45.8% |
| All | +265.0% | +70.3% | +194.7% | +199.5% |
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 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