+0.1%
DOW vs MSI
+317.1%
-317.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +5.2% | +3.2% | +2.0% | +3.7% |
| 30D | +13.2% | +17.6% | -4.4% | +5.1% |
| 3M | +10.1% | +14.5% | -4.4% | +3.2% |
| 6M | -13.1% | +34.3% | -47.3% | -24.8% |
| YTD | +46.1% | +39.7% | +6.4% | +22.0% |
| 1Y | +50.0% | +40.2% | +9.9% | +25.1% |
| 3Y | -20.2% | +77.1% | -97.4% | -43.8% |
| 5Y | -27.7% | +124.0% | -151.7% | -56.8% |
| All | +0.1% | +317.1% | -317.0% | -56.7% |
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