+8.9%
MSCI vs MSI
+72.0%
-63.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +0.4% | -3.7% | +4.1% | +1.6% |
| 30D | +0.6% | +6.8% | -6.3% | -1.9% |
| 3M | -7.1% | +14.3% | -21.4% | -11.6% |
| 6M | +0.8% | -1.6% | +2.4% | +0.9% |
| YTD | +1.0% | +22.8% | -21.8% | -7.5% |
| 1Y | +4.3% | -1.1% | +5.4% | +4.5% |
| All | +8.9% | +72.0% | -63.1% | -17.9% |
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