+34.1%
MSCI vs MSI
+77.7%
-43.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +2.8% | +4.7% | -1.8% | +1.2% |
| 30D | +15.4% | +14.8% | +0.7% | +10.2% |
| 3M | +13.4% | +8.8% | +4.6% | +10.1% |
| 6M | +10.9% | +19.3% | -8.4% | +3.8% |
| YTD | +13.0% | +35.3% | -22.4% | +0.3% |
| 1Y | +12.0% | +33.8% | -21.7% | -0.1% |
| 3Y | +34.1% | +74.4% | -40.3% | -3.0% |
| All | +34.1% | +77.7% | -43.6% | -3.0% |
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 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