+113.6%
C vs MSI
+127.9%
-14.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.1% |
| 7D | -0.4% | +7.7% | -8.1% | -2.7% |
| 30D | -5.3% | +19.9% | -25.2% | -10.6% |
| 3M | -8.0% | +14.9% | -23.0% | -12.1% |
| 6M | -0.3% | +37.2% | -37.5% | -10.7% |
| YTD | +8.6% | +40.8% | -32.1% | -4.6% |
| 1Y | +25.8% | +38.1% | -12.3% | +11.3% |
| 3Y | +221.2% | +77.7% | +143.5% | +150.8% |
| 5Y | +113.6% | +129.0% | -15.5% | +40.0% |
| All | +113.6% | +127.9% | -14.4% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling