+380.3%
NDAQ vs MSI
+593.5%
-213.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -1.6% | -4.0% | +2.4% | +0.2% |
| 30D | -1.5% | -0.5% | -1.0% | -1.4% |
| 3M | +8.0% | +11.4% | -3.4% | +2.6% |
| 6M | +7.7% | +1.0% | +6.8% | +6.2% |
| YTD | -2.3% | +20.7% | -23.0% | -11.8% |
| 1Y | +0.6% | -2.7% | +3.2% | +0.2% |
| 3Y | +90.9% | +68.2% | +22.7% | +44.1% |
| 5Y | +52.5% | +100.0% | -47.5% | +4.0% |
| 10Y | +380.3% | +596.9% | -216.6% | +123.5% |
| All | +380.3% | +593.5% | -213.3% | +123.5% |
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 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