+2,593.6%
NDAQ vs MSI
+1,261.4%
+1,332.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +0.8% | +4.7% | -3.8% | -1.0% |
| 30D | +16.5% | +14.8% | +1.8% | +10.4% |
| 3M | +13.5% | +8.8% | +4.7% | +9.6% |
| 6M | +20.9% | +19.3% | +1.6% | +11.9% |
| YTD | +11.4% | +35.3% | -23.9% | -2.3% |
| 1Y | +25.9% | +33.8% | -7.8% | +10.9% |
| 3Y | +119.9% | +74.4% | +45.4% | +72.6% |
| 5Y | +61.7% | +120.5% | -58.8% | +14.7% |
| 10Y | +481.6% | +685.2% | -203.6% | +149.4% |
| All | +2,593.6% | +1,261.4% | +1,332.2% | +683.3% |
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