+161.8%
MS vs MSI
+78.6%
+83.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.0% | -10.0% | -6.5% |
| 7D | -3.4% | +5.1% | -8.5% | -4.2% |
| 30D | -3.9% | +13.3% | -17.2% | -5.9% |
| 3M | -15.9% | +18.3% | -34.2% | -18.4% |
| 6M | -2.5% | +18.7% | -21.2% | -5.5% |
| YTD | +5.1% | +36.0% | -30.9% | -3.0% |
| 1Y | +13.0% | +32.6% | -19.6% | +5.2% |
| All | +161.8% | +78.6% | +83.3% | +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