+39.5%
EXC vs MSI
+126.2%
-86.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -1.9% | +2.6% | -4.5% | -2.7% |
| 30D | +7.8% | +18.1% | -10.4% | +2.8% |
| 3M | +1.9% | +13.2% | -11.3% | -1.8% |
| 6M | +3.4% | +36.3% | -32.9% | -5.9% |
| YTD | +7.6% | +39.5% | -31.9% | -3.1% |
| 1Y | +2.1% | +36.9% | -34.8% | -7.5% |
| 3Y | +29.6% | +76.1% | -46.5% | +4.8% |
| 5Y | +39.5% | +123.7% | -84.2% | +1.2% |
| All | +39.5% | +126.2% | -86.7% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling