+53.9%
F vs MSI
+103.4%
-49.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.8% |
| 7D | +5.3% | -3.7% | +9.0% | +7.0% |
| 30D | +4.6% | +6.8% | -2.2% | +1.2% |
| 3M | -3.7% | +14.3% | -18.0% | -9.8% |
| 6M | +16.8% | -1.6% | +18.4% | +16.8% |
| YTD | +15.3% | +22.8% | -7.5% | +2.9% |
| 1Y | +31.0% | -1.1% | +32.1% | +30.4% |
| 3Y | +45.4% | +70.5% | -25.0% | -2.2% |
| All | +53.9% | +103.4% | -49.4% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling