+336.0%
IR vs MSI
+620.6%
-284.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.6% |
| 7D | +1.1% | +7.7% | -6.6% | -2.6% |
| 30D | +7.6% | +19.9% | -12.3% | -1.6% |
| 3M | +0.1% | +14.9% | -14.8% | -6.7% |
| 6M | +14.0% | +37.2% | -23.3% | -3.2% |
| YTD | +7.5% | +40.8% | -33.3% | -10.5% |
| 1Y | +10.1% | +38.1% | -28.0% | -7.5% |
| 3Y | +24.9% | +77.7% | -52.8% | -9.3% |
| 5Y | +46.9% | +129.0% | -82.2% | -7.6% |
| All | +336.0% | +620.6% | -284.7% | +84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling