+216.5%
C vs MSI
+77.7%
+138.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | -0.4% | +7.7% | -8.1% | -1.9% |
| 30D | -5.3% | +19.9% | -25.2% | -8.8% |
| 3M | -8.0% | +14.9% | -23.0% | -10.6% |
| 6M | -0.3% | +37.2% | -37.5% | -7.4% |
| YTD | +8.6% | +40.8% | -32.1% | -0.9% |
| 1Y | +25.8% | +38.1% | -12.3% | +15.5% |
| All | +216.5% | +77.7% | +138.8% | +172.5% |
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