+74.3%
F vs MSI
+670.3%
-596.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.0% | +7.4% | -6.4% | -2.5% |
| 30D | +2.1% | +18.7% | -16.6% | -6.0% |
| 3M | -10.3% | +14.5% | -24.7% | -16.0% |
| 6M | +3.3% | +38.1% | -34.8% | -12.3% |
| YTD | -2.0% | +38.7% | -40.7% | -17.9% |
| 1Y | -2.3% | +35.4% | -37.7% | -17.3% |
| 3Y | +49.9% | +75.1% | -25.2% | +6.7% |
| 5Y | -12.5% | +126.4% | -138.8% | -46.8% |
| 10Y | +74.3% | +671.4% | -597.1% | -35.9% |
| All | +74.3% | +670.3% | -596.1% | -35.9% |
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 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