+2,327.9%
NDAQ vs MSI
+1,135.3%
+1,192.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -2.4% | -3.7% | +1.2% | -1.0% |
| 30D | +2.5% | +6.8% | -4.4% | -0.4% |
| 3M | +9.9% | +14.3% | -4.4% | +4.0% |
| 6M | +9.4% | -1.6% | +11.0% | +9.2% |
| YTD | +0.4% | +22.8% | -22.4% | -8.5% |
| 1Y | +4.0% | -1.1% | +5.1% | +2.9% |
| 3Y | +94.4% | +70.5% | +23.9% | +53.9% |
| 5Y | +56.7% | +102.8% | -46.1% | +14.8% |
| 10Y | +375.3% | +597.4% | -222.1% | +113.2% |
| All | +2,327.9% | +1,135.3% | +1,192.6% | +633.6% |
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