+79.8%
F vs MSI
+676.2%
-596.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +1.6% | +4.7% | -3.1% | -0.7% |
| 30D | +2.6% | +14.8% | -12.1% | -4.0% |
| 3M | -8.8% | +8.8% | -17.6% | -12.5% |
| 6M | +4.6% | +19.3% | -14.7% | -5.1% |
| YTD | -1.9% | +35.3% | -37.2% | -16.8% |
| 1Y | -0.8% | +33.8% | -34.5% | -15.5% |
| 3Y | +43.5% | +74.4% | -31.0% | +2.1% |
| 5Y | -12.1% | +120.5% | -132.6% | -45.8% |
| All | +79.8% | +676.2% | -596.4% | -32.6% |
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