+469.3%
NDAQ vs MSI
+689.5%
-220.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.1% |
| 7D | -0.1% | +8.3% | -8.5% | -3.7% |
| 30D | +15.9% | +18.9% | -3.0% | +7.3% |
| 3M | +15.1% | +13.2% | +1.9% | +8.7% |
| 6M | +22.9% | +38.3% | -15.4% | +5.7% |
| YTD | +12.8% | +38.9% | -26.0% | -4.3% |
| 1Y | +26.0% | +36.7% | -10.7% | +7.5% |
| 3Y | +119.7% | +76.6% | +43.1% | +62.8% |
| 5Y | +65.4% | +124.5% | -59.1% | +7.0% |
| 10Y | +469.3% | +674.5% | -205.2% | +147.2% |
| All | +469.3% | +689.5% | -220.2% | +147.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling