+44.1%
IR vs MSI
+118.7%
-74.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +3.7% | +4.7% | -1.0% | +1.3% |
| 30D | +7.4% | +14.8% | -7.3% | +0.2% |
| 3M | -5.9% | +8.8% | -14.7% | -10.0% |
| 6M | +5.6% | +19.3% | -13.7% | -4.5% |
| YTD | +4.8% | +35.3% | -30.5% | -11.8% |
| 1Y | +6.9% | +33.8% | -26.8% | -9.5% |
| 3Y | +27.6% | +74.4% | -46.9% | -10.5% |
| All | +44.1% | +118.7% | -74.6% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling