+2,498.9%
MAR vs MSI
+947.4%
+1,551.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -4.2% | -3.7% | -0.5% | -3.1% |
| 30D | -6.7% | +6.8% | -13.5% | -8.7% |
| 3M | -12.5% | +14.3% | -26.8% | -16.3% |
| 6M | +0.6% | -1.6% | +2.1% | +0.4% |
| YTD | +9.1% | +22.8% | -13.7% | +1.4% |
| 1Y | +26.2% | -1.1% | +27.3% | +25.2% |
| 3Y | +68.2% | +70.5% | -2.3% | +39.9% |
| 5Y | +163.9% | +102.8% | +61.1% | +107.2% |
| 10Y | +420.6% | +597.4% | -176.9% | +182.1% |
| All | +2,498.9% | +947.4% | +1,551.5% | +785.6% |
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 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