+112.4%
MS vs MSI
+118.7%
-6.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | -1.6% | +4.7% | -6.2% | -3.1% |
| 30D | -3.8% | +14.8% | -18.5% | -8.3% |
| 3M | -14.6% | +8.8% | -23.4% | -17.2% |
| 6M | -5.1% | +19.3% | -24.4% | -11.6% |
| YTD | +4.5% | +35.3% | -30.8% | -8.6% |
| 1Y | +13.5% | +33.8% | -20.2% | -0.2% |
| 3Y | +160.4% | +74.4% | +86.0% | +96.3% |
| All | +112.4% | +118.7% | -6.3% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling