+26.2%
MAR vs MSI
-0.7%
+26.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -4.2% | -3.7% | -0.5% | -3.8% |
| 30D | -6.7% | +6.8% | -13.5% | -7.3% |
| 3M | -12.5% | +14.3% | -26.8% | -13.8% |
| 6M | +0.6% | -1.6% | +2.1% | +0.3% |
| YTD | +9.1% | +22.8% | -13.7% | +4.6% |
| 1Y | +26.2% | -1.1% | +27.3% | +22.7% |
| All | +26.2% | -0.7% | +26.9% | +22.7% |
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