-15.8%
F vs MSI
+118.7%
-134.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +1.6% | +4.7% | -3.1% | -0.6% |
| 30D | +2.6% | +14.8% | -12.1% | -3.5% |
| 3M | -8.8% | +8.8% | -17.6% | -12.3% |
| 6M | +4.6% | +19.3% | -14.7% | -4.5% |
| YTD | -1.9% | +35.3% | -37.2% | -16.4% |
| 1Y | -0.8% | +33.8% | -34.5% | -15.0% |
| 3Y | +43.5% | +74.4% | -31.0% | -3.5% |
| All | -15.8% | +118.7% | -134.5% | -56.0% |
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 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