+3.2%
EXC vs MSI
+36.7%
-33.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.6% | -0.5% |
| 7D | -1.7% | +8.3% | -10.1% | -3.4% |
| 30D | +9.3% | +18.9% | -9.5% | +5.5% |
| 3M | +1.0% | +13.2% | -12.2% | -1.7% |
| 6M | +5.9% | +38.3% | -32.3% | -2.1% |
| YTD | +7.6% | +38.9% | -31.2% | -0.9% |
| All | +3.2% | +36.7% | -33.5% | -6.2% |
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