+53.5%
F vs MSI
+76.3%
-22.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.2% |
| 7D | -0.6% | +8.3% | -9.0% | -2.0% |
| 30D | +2.9% | +18.9% | -16.0% | -0.3% |
| 3M | -9.5% | +13.2% | -22.7% | -11.5% |
| 6M | +4.0% | +38.3% | -34.2% | -2.0% |
| YTD | -1.3% | +38.9% | -40.1% | -7.5% |
| 1Y | -1.9% | +36.7% | -38.6% | -7.7% |
| 3Y | +53.5% | +76.6% | -23.1% | +30.0% |
| All | +53.5% | +76.3% | -22.8% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling