-10.9%
DOW vs MSI
+260.1%
-271.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -6.0% | -4.0% | -2.0% | -4.2% |
| 30D | -2.7% | -0.5% | -2.3% | -2.7% |
| 3M | -10.5% | +11.4% | -21.9% | -15.4% |
| 6M | -12.4% | +1.0% | -13.4% | -14.0% |
| YTD | +30.0% | +20.7% | +9.4% | +16.3% |
| 1Y | +27.8% | -2.7% | +30.5% | +26.9% |
| 3Y | -34.9% | +68.2% | -103.1% | -53.6% |
| 5Y | -35.9% | +100.0% | -135.8% | -60.0% |
| All | -10.9% | +260.1% | -271.1% | -58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling