+81.0%
F vs MSI
+689.5%
-608.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.6% |
| 7D | -0.6% | +8.3% | -9.0% | -4.4% |
| 30D | +2.9% | +18.9% | -16.0% | -5.4% |
| 3M | -9.5% | +13.2% | -22.7% | -14.8% |
| 6M | +4.0% | +38.3% | -34.2% | -11.7% |
| YTD | -1.3% | +38.9% | -40.1% | -17.3% |
| 1Y | -1.9% | +36.7% | -38.6% | -17.4% |
| 3Y | +53.5% | +76.6% | -23.1% | +8.7% |
| 5Y | -15.1% | +124.5% | -139.6% | -48.2% |
| 10Y | +81.0% | +674.5% | -593.5% | -33.7% |
| All | +81.0% | +689.5% | -608.5% | -33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling