+239.8%
EW vs MSI
+689.5%
-449.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.3% |
| 7D | +12.3% | +8.3% | +3.9% | +8.0% |
| 30D | +22.9% | +18.9% | +4.0% | +13.1% |
| 3M | +16.7% | +13.2% | +3.5% | +9.8% |
| 6M | +31.0% | +38.3% | -7.3% | +11.2% |
| YTD | +22.8% | +38.9% | -16.0% | +2.8% |
| 1Y | +25.6% | +36.7% | -11.1% | +5.8% |
| 3Y | +62.0% | +76.6% | -14.6% | +15.7% |
| 5Y | -12.8% | +124.5% | -137.3% | -46.4% |
| 10Y | +239.8% | +674.5% | -434.7% | +18.9% |
| All | +239.8% | +689.5% | -449.7% | +18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling