+1,449.6%
NET vs MSI
+207.9%
+1,241.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.4% |
| 7D | -7.0% | -3.7% | -3.3% | -4.9% |
| 30D | -4.8% | +6.8% | -11.6% | -9.2% |
| 3M | +3.8% | +14.3% | -10.5% | -5.4% |
| 6M | +50.0% | -1.6% | +51.6% | +51.7% |
| YTD | +41.5% | +22.8% | +18.7% | +24.7% |
| 1Y | +32.8% | -1.1% | +33.9% | +32.5% |
| 3Y | +335.9% | +70.5% | +265.4% | +197.9% |
| 5Y | +113.8% | +102.8% | +11.0% | +30.4% |
| All | +1,449.6% | +207.9% | +1,241.7% | +787.5% |
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