+12.6%
IR vs MSI
+36.7%
-24.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +4.1% |
| 7D | +5.0% | +8.3% | -3.3% | +3.1% |
| 30D | +10.3% | +18.9% | -8.5% | +5.9% |
| 3M | -0.1% | +13.2% | -13.3% | -3.0% |
| 6M | +14.8% | +38.3% | -23.5% | +4.8% |
| YTD | +9.7% | +38.9% | -29.1% | +0.2% |
| All | +12.6% | +36.7% | -24.1% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling