-10.8%
DOW vs MSI
+266.5%
-277.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.6% |
| 7D | -2.4% | -3.7% | +1.3% | -0.7% |
| 30D | +0.4% | +6.8% | -6.5% | -2.9% |
| 3M | -14.4% | +14.3% | -28.7% | -20.1% |
| 6M | -7.0% | -1.6% | -5.4% | -7.4% |
| YTD | +30.2% | +22.8% | +7.4% | +15.5% |
| 1Y | +29.2% | -1.1% | +30.3% | +27.4% |
| 3Y | -36.7% | +70.5% | -107.2% | -55.1% |
| 5Y | -37.7% | +102.8% | -140.5% | -61.4% |
| All | -10.8% | +266.5% | -277.4% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling