+67.3%
F vs MSI
+664.3%
-597.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.1% | +3.2% | -6.3% | -4.6% |
| 30D | 0.0% | +17.6% | -17.6% | -7.5% |
| 3M | -13.2% | +14.5% | -27.7% | -18.7% |
| 6M | -10.2% | +34.3% | -44.5% | -22.7% |
| YTD | -4.9% | +39.7% | -44.7% | -20.6% |
| 1Y | -6.1% | +40.2% | -46.2% | -21.8% |
| 3Y | +46.0% | +77.1% | -31.2% | +3.3% |
| 5Y | -15.7% | +124.0% | -139.8% | -48.5% |
| All | +67.3% | +664.3% | -597.0% | -37.6% |
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