-35.9%
DOW vs MSI
+100.4%
-136.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -2.9% | -5.8% | +2.8% | -1.5% |
| 30D | +2.0% | -1.0% | +2.9% | +2.1% |
| 3M | -12.5% | +14.2% | -26.7% | -15.7% |
| 6M | -9.2% | +1.0% | -10.3% | -9.9% |
| YTD | +30.8% | +21.5% | +9.3% | +22.4% |
| 1Y | +29.4% | -2.1% | +31.5% | +29.2% |
| 3Y | -34.6% | +69.3% | -103.9% | -47.2% |
| 5Y | -35.9% | +99.3% | -135.3% | -52.4% |
| All | -35.9% | +100.4% | -136.4% | -52.4% |
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