-11.4%
MSCI vs ETSY
-66.4%
+55.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.8% | +1.0% | -2.7% |
| 7D | -2.1% | -10.9% | +8.8% | +0.3% |
| 30D | -1.7% | -14.9% | +13.1% | +1.6% |
| 3M | -8.2% | +5.8% | -14.0% | -9.7% |
| 6M | -2.4% | +29.1% | -31.6% | -8.6% |
| YTD | -2.8% | +31.3% | -34.2% | -9.9% |
| 1Y | -2.7% | +25.1% | -27.8% | -10.2% |
| 3Y | +7.3% | +8.5% | -1.2% | -2.9% |
| 5Y | -11.4% | -66.1% | +54.7% | +6.0% |
| All | -11.4% | -66.4% | +55.0% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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