+3.7%
F vs MSI
+28.6%
-24.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.8% |
| 7D | +6.0% | +2.8% | +3.2% | +5.7% |
| 30D | +4.3% | +9.1% | -4.9% | +3.2% |
| 3M | -10.1% | +12.5% | -22.6% | -11.1% |
| 6M | +12.8% | +14.2% | -1.4% | +11.0% |
| YTD | -0.1% | +30.7% | -30.8% | -1.0% |
| 1Y | +3.7% | +27.5% | -23.8% | +7.9% |
| All | +3.7% | +28.6% | -24.9% | +7.9% |
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