+3,207.6%
MAR vs MSI
+1,083.2%
+2,124.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +2.9% | +7.4% | -4.6% | +0.5% |
| 30D | +17.0% | +18.7% | -1.7% | +10.9% |
| 3M | +23.2% | +14.5% | +8.7% | +17.9% |
| 6M | +21.7% | +38.1% | -16.4% | +9.6% |
| YTD | +38.9% | +38.7% | +0.1% | +24.1% |
| 1Y | +48.7% | +35.4% | +13.3% | +33.8% |
| 3Y | +122.9% | +75.1% | +47.8% | +83.8% |
| 5Y | +177.5% | +126.4% | +51.1% | +110.5% |
| 10Y | +537.5% | +671.4% | -133.9% | +234.5% |
| All | +3,207.6% | +1,083.2% | +2,124.3% | +984.0% |
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