+11.7%
IR vs MSI
+37.5%
-25.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +2.5% | +3.2% | -0.7% | +1.8% |
| 30D | +9.2% | +17.6% | -8.4% | +5.2% |
| 3M | +0.9% | +14.5% | -13.6% | -2.2% |
| 6M | +19.2% | +34.3% | -15.0% | +10.3% |
| YTD | +7.5% | +39.7% | -32.2% | -0.9% |
| 1Y | +11.7% | +40.2% | -28.4% | +5.4% |
| All | +11.7% | +37.5% | -25.8% | +5.4% |
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