+36.0%
MSCI vs MSI
+77.7%
-41.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | -1.9% | +7.7% | -9.6% | -4.3% |
| 30D | +16.5% | +19.9% | -3.5% | +9.6% |
| 3M | +18.2% | +14.9% | +3.3% | +12.7% |
| 6M | +14.0% | +37.2% | -23.3% | +2.2% |
| YTD | +16.6% | +40.8% | -24.2% | +2.3% |
| 1Y | +14.8% | +38.1% | -23.3% | +1.5% |
| All | +36.0% | +77.7% | -41.7% | -0.5% |
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