-6.2%
DOW vs MSI
+314.5%
-320.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.6% |
| 7D | -9.4% | +8.3% | -17.8% | -12.8% |
| 30D | +8.9% | +18.9% | -9.9% | +0.6% |
| 3M | +6.7% | +13.2% | -6.5% | +0.5% |
| 6M | -14.2% | +38.3% | -52.5% | -26.9% |
| YTD | +36.9% | +38.9% | -1.9% | +14.7% |
| 1Y | +45.8% | +36.7% | +9.1% | +22.9% |
| 3Y | -23.9% | +76.6% | -100.5% | -46.3% |
| 5Y | -30.8% | +124.5% | -155.2% | -58.8% |
| All | -6.2% | +314.5% | -320.7% | -59.3% |
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