+121.7%
EW vs MSI
+590.9%
-469.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.5% | -3.0% |
| 7D | -4.4% | -5.8% | +1.3% | -1.7% |
| 30D | -3.3% | -1.0% | -2.4% | -3.0% |
| 3M | +1.0% | +14.2% | -13.1% | -5.7% |
| 6M | +6.2% | +1.0% | +5.2% | +4.7% |
| YTD | +1.7% | +21.5% | -19.7% | -9.1% |
| 1Y | +8.1% | -2.1% | +10.2% | +7.5% |
| 3Y | +17.1% | +69.3% | -52.2% | -15.2% |
| 5Y | -29.4% | +99.3% | -128.7% | -54.1% |
| 10Y | +121.7% | +595.0% | -473.3% | -18.7% |
| All | +121.7% | +590.9% | -469.2% | -18.7% |
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