+277.0%
IR vs MSI
+517.6%
-240.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.7% |
| 7D | -1.9% | -4.0% | +2.1% | 0.0% |
| 30D | -15.0% | -0.5% | -14.6% | -15.0% |
| 3M | -0.4% | +11.4% | -11.8% | -6.1% |
| 6M | -15.0% | +1.0% | -16.0% | -16.3% |
| YTD | -7.1% | +20.7% | -27.7% | -16.5% |
| 1Y | -7.5% | -2.7% | -4.9% | -7.6% |
| 3Y | +6.3% | +68.2% | -61.9% | -21.1% |
| 5Y | +37.3% | +100.0% | -62.6% | -7.6% |
| All | +277.0% | +517.6% | -240.6% | +71.9% |
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