+48.4%
IR vs MSI
+103.4%
-55.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | -2.8% | -3.7% | +0.9% | -1.1% |
| 30D | -15.1% | +6.8% | -22.0% | -18.3% |
| 3M | +6.1% | +14.3% | -8.2% | -1.5% |
| 6M | -16.8% | -1.6% | -15.2% | -16.7% |
| YTD | -3.5% | +22.8% | -26.3% | -14.7% |
| 1Y | -3.5% | -1.1% | -2.4% | -4.0% |
| 3Y | +9.5% | +70.5% | -61.0% | -23.1% |
| All | +48.4% | +103.4% | -55.0% | -8.2% |
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