+29.4%
NDAQ vs MSI
+28.6%
+0.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +2.4% |
| 7D | +3.9% | +2.8% | +1.1% | +3.5% |
| 30D | +19.0% | +9.1% | +9.9% | +17.7% |
| 3M | +17.6% | +12.5% | +5.1% | +15.9% |
| 6M | +21.0% | +14.2% | +6.8% | +18.4% |
| YTD | +14.1% | +30.7% | -16.6% | +13.0% |
| 1Y | +29.4% | +27.5% | +1.9% | +28.7% |
| All | +29.4% | +28.6% | +0.9% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling