+160.4%
MS vs MSI
+77.7%
+82.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | -1.6% | +4.7% | -6.2% | -2.3% |
| 30D | -3.8% | +14.8% | -18.5% | -6.0% |
| 3M | -14.6% | +8.8% | -23.4% | -15.8% |
| 6M | -5.1% | +19.3% | -24.4% | -8.2% |
| YTD | +4.5% | +35.3% | -30.8% | -3.5% |
| 1Y | +13.5% | +33.8% | -20.2% | +5.3% |
| 3Y | +160.4% | +74.4% | +86.0% | +116.6% |
| All | +160.4% | +77.7% | +82.7% | +116.6% |
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