-13.3%
F vs MSI
+124.6%
-137.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.0% | +7.4% | -6.4% | -2.2% |
| 30D | +2.1% | +18.7% | -16.6% | -5.4% |
| 3M | -10.3% | +14.5% | -24.7% | -15.6% |
| 6M | +3.3% | +38.1% | -34.8% | -11.5% |
| YTD | -2.0% | +38.7% | -40.7% | -17.4% |
| 1Y | -2.3% | +35.4% | -37.7% | -16.7% |
| 3Y | +49.9% | +75.1% | -25.2% | +1.4% |
| All | -13.3% | +124.6% | -137.9% | -55.7% |
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