+35.8%
EQT vs MSI
+69.5%
-33.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -1.2% | -1.8% | +0.6% | -0.9% |
| 30D | +1.1% | -0.6% | +1.7% | +1.2% |
| 3M | +4.8% | +13.0% | -8.2% | +2.6% |
| 6M | -10.6% | +0.5% | -11.1% | -10.7% |
| YTD | +3.4% | +21.7% | -18.3% | -0.8% |
| 1Y | +8.7% | -2.6% | +11.3% | +9.4% |
| All | +35.8% | +69.5% | -33.7% | +22.5% |
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