+2,417.1%
MSCI vs MSI
+828.4%
+1,588.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +0.4% | -3.7% | +4.1% | +2.1% |
| 30D | +0.6% | +6.8% | -6.3% | -2.8% |
| 3M | -7.1% | +14.3% | -21.4% | -13.1% |
| 6M | +0.8% | -1.6% | +2.4% | +0.6% |
| YTD | +1.0% | +22.8% | -21.8% | -9.5% |
| 1Y | +4.3% | -1.1% | +5.4% | +3.1% |
| 3Y | +9.9% | +70.5% | -60.5% | -17.1% |
| 5Y | -6.8% | +102.8% | -109.6% | -35.0% |
| 10Y | +614.7% | +597.4% | +17.2% | +188.1% |
| All | +2,417.1% | +828.4% | +1,588.7% | +537.9% |
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 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