+24.3%
IR vs MSI
+76.1%
-51.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +4.3% | +2.6% | +1.7% | +3.4% |
| 30D | +8.1% | +18.1% | -10.0% | +2.0% |
| 3M | +0.7% | +13.2% | -12.5% | -3.7% |
| 6M | +16.6% | +36.3% | -19.7% | +3.7% |
| YTD | +7.8% | +39.5% | -31.7% | -5.6% |
| 1Y | +9.9% | +36.9% | -27.0% | -3.0% |
| All | +24.3% | +76.1% | -51.8% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling