+2,340.5%
EXC vs MSI
+4,035.2%
-1,694.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +0.3% | -3.7% | +4.0% | +0.8% |
| 30D | -3.7% | +6.8% | -10.6% | -4.8% |
| 3M | -1.3% | +14.3% | -15.6% | -3.3% |
| 6M | -9.7% | -1.6% | -8.1% | -9.8% |
| YTD | +2.9% | +22.8% | -19.9% | -0.5% |
| 1Y | +4.4% | -1.1% | +5.5% | +4.1% |
| 3Y | +22.2% | +70.5% | -48.3% | +12.1% |
| 5Y | +46.7% | +102.8% | -56.1% | +30.7% |
| 10Y | +155.3% | +597.4% | -442.1% | +94.0% |
| All | +2,340.5% | +4,035.2% | -1,694.6% | +1,085.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling