+23.7%
EXC vs MSI
+70.3%
-46.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +0.3% | -3.7% | +4.0% | +1.0% |
| 30D | -3.7% | +6.8% | -10.6% | -5.1% |
| 3M | -1.3% | +14.3% | -15.6% | -4.2% |
| 6M | -9.7% | -1.6% | -8.1% | -9.5% |
| YTD | +2.9% | +22.8% | -19.9% | -1.7% |
| 1Y | +4.4% | -1.1% | +5.5% | +3.9% |
| All | +23.7% | +70.3% | -46.6% | +5.2% |
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 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