-23.9%
DOW vs MSI
+76.3%
-100.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.7% |
| 7D | -9.4% | +8.3% | -17.8% | -10.3% |
| 30D | +8.9% | +18.9% | -9.9% | +6.6% |
| 3M | +6.7% | +13.2% | -6.5% | +5.0% |
| 6M | -14.2% | +38.3% | -52.5% | -18.0% |
| YTD | +36.9% | +38.9% | -1.9% | +29.0% |
| 1Y | +45.8% | +36.7% | +9.1% | +37.7% |
| 3Y | -23.9% | +76.6% | -100.5% | -34.9% |
| All | -23.9% | +76.3% | -100.2% | -34.9% |
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