+27.7%
EXC vs MSI
+77.7%
-50.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -1.2% | +4.7% | -5.8% | -2.1% |
| 30D | +10.0% | +14.8% | -4.8% | +7.0% |
| 3M | +1.6% | +8.8% | -7.2% | -0.2% |
| 6M | +3.3% | +19.3% | -16.0% | -0.8% |
| YTD | +7.6% | +35.3% | -27.8% | +0.8% |
| 1Y | +3.5% | +33.8% | -30.3% | -2.8% |
| 3Y | +27.7% | +74.4% | -46.8% | +5.3% |
| All | +27.7% | +77.7% | -50.0% | +5.3% |
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