+47.9%
DE vs MSI
-0.7%
+48.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +10.0% | -3.7% | +13.7% | +10.7% |
| 30D | +13.3% | +6.8% | +6.5% | +11.6% |
| 3M | +17.5% | +14.3% | +3.2% | +14.1% |
| 6M | +13.6% | -1.6% | +15.1% | +13.0% |
| YTD | +49.8% | +22.8% | +27.0% | +45.8% |
| 1Y | +47.9% | -1.1% | +49.0% | +44.1% |
| All | +47.9% | -0.7% | +48.6% | +44.1% |
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