+3.4%
EXC vs MSI
+28.6%
-25.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | +3.3% | +2.8% | +0.5% | +2.7% |
| 30D | +13.3% | +9.1% | +4.1% | +11.3% |
| 3M | +1.8% | +12.5% | -10.7% | -0.8% |
| 6M | +1.1% | +14.2% | -13.1% | -1.9% |
| YTD | +9.0% | +30.7% | -21.7% | +1.6% |
| 1Y | +3.4% | +27.5% | -24.2% | -5.1% |
| All | +3.4% | +28.6% | -25.2% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling