+6,288.2%
MS vs MSI
+1,980.1%
+4,308.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.7% |
| 7D | +1.4% | -3.7% | +5.1% | +3.2% |
| 30D | -0.3% | +6.8% | -7.1% | -3.9% |
| 3M | +0.3% | +14.3% | -14.0% | -6.9% |
| 6M | +31.3% | -1.6% | +32.9% | +30.2% |
| YTD | +24.7% | +22.8% | +1.9% | +10.2% |
| 1Y | +47.9% | -1.1% | +49.0% | +44.7% |
| 3Y | +178.3% | +70.5% | +107.9% | +105.2% |
| 5Y | +144.9% | +102.8% | +42.1% | +63.1% |
| 10Y | +804.5% | +597.4% | +207.1% | +221.2% |
| All | +6,288.2% | +1,980.1% | +4,308.1% | +865.8% |
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