+291.3%
IR vs MSI
+528.6%
-237.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.2% |
| 3M | +6.1% | +14.3% | -8.2% | -1.2% |
| 6M | -16.8% | -1.6% | -15.2% | -16.9% |
| YTD | -3.5% | +22.8% | -26.3% | -14.1% |
| 1Y | -3.5% | -1.1% | -2.4% | -4.3% |
| 3Y | +9.5% | +70.5% | -61.0% | -19.2% |
| 5Y | +45.1% | +102.8% | -57.7% | -3.1% |
| All | +291.3% | +528.6% | -237.3% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling