+512.8%
F vs MSI
+4,479.6%
-3,966.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -2.4% |
| 7D | +1.4% | +5.1% | -3.7% | -0.3% |
| 30D | +2.0% | +13.3% | -11.3% | -2.0% |
| 3M | -10.4% | +18.3% | -28.7% | -15.3% |
| 6M | +9.7% | +18.7% | -9.0% | +3.0% |
| YTD | -1.2% | +36.0% | -37.2% | -11.4% |
| 1Y | 0.0% | +32.6% | -32.5% | -9.6% |
| 3Y | +41.1% | +78.3% | -37.2% | +14.4% |
| 5Y | -11.4% | +121.6% | -133.0% | -32.9% |
| 10Y | +85.0% | +689.0% | -604.0% | -6.5% |
| All | +512.8% | +4,479.6% | -3,966.8% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling