+116.3%
MP vs MSI
+78.6%
+37.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.0% | -10.1% | -6.4% |
| 7D | -19.0% | +5.1% | -24.0% | -19.4% |
| 30D | -30.5% | +13.3% | -43.8% | -31.4% |
| 3M | -29.6% | +18.3% | -47.9% | -31.0% |
| 6M | -50.4% | +18.7% | -69.1% | -51.3% |
| YTD | -33.2% | +36.0% | -69.2% | -35.3% |
| 1Y | -38.6% | +32.6% | -71.2% | -40.2% |
| All | +116.3% | +78.6% | +37.7% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling