+2,785.5%
MSCI vs MSI
+948.8%
+1,836.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +2.7% | +7.4% | -4.7% | -0.8% |
| 30D | +16.2% | +18.7% | -2.5% | +7.2% |
| 3M | +17.1% | +14.5% | +2.6% | +9.7% |
| 6M | +13.0% | +38.1% | -25.1% | -3.3% |
| YTD | +15.8% | +38.7% | -22.9% | -2.1% |
| 1Y | +15.5% | +35.4% | -19.9% | -1.3% |
| 3Y | +32.3% | +75.1% | -42.8% | -1.3% |
| 5Y | +8.2% | +126.4% | -118.2% | -28.4% |
| 10Y | +800.7% | +671.4% | +129.3% | +246.1% |
| All | +2,785.5% | +948.8% | +1,836.7% | +590.4% |
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