+322.4%
NET vs MSI
+71.6%
+250.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.0% |
| 7D | -16.4% | +2.8% | -19.2% | -17.3% |
| 30D | -25.8% | +9.1% | -35.0% | -28.4% |
| 3M | -11.5% | +12.5% | -24.0% | -16.0% |
| 6M | +18.9% | +14.2% | +4.7% | +12.9% |
| YTD | +35.2% | +30.7% | +4.5% | +23.9% |
| 1Y | +14.5% | +27.5% | -13.1% | +5.7% |
| All | +322.4% | +71.6% | +250.8% | +271.7% |
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