+119.9%
NDAQ vs MSI
+77.7%
+42.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.8% | +4.7% | -3.8% | -0.5% |
| 30D | +16.5% | +14.8% | +1.8% | +12.1% |
| 3M | +13.5% | +8.8% | +4.7% | +10.7% |
| 6M | +20.9% | +19.3% | +1.6% | +14.5% |
| YTD | +11.4% | +35.3% | -23.9% | +0.4% |
| 1Y | +25.9% | +33.8% | -7.8% | +14.0% |
| 3Y | +119.9% | +74.4% | +45.4% | +75.8% |
| All | +119.9% | +77.7% | +42.2% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling