+82.7%
O vs MSI
+670.3%
-587.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +3.5% | +7.4% | -3.9% | +0.8% |
| 30D | +10.4% | +18.7% | -8.3% | +3.6% |
| 3M | -2.4% | +14.5% | -16.9% | -7.3% |
| 6M | -1.2% | +38.1% | -39.3% | -13.0% |
| YTD | +10.4% | +38.7% | -28.3% | -3.7% |
| 1Y | +11.4% | +35.4% | -24.0% | -2.0% |
| 3Y | +40.4% | +75.1% | -34.7% | +8.1% |
| 5Y | +12.1% | +126.4% | -114.2% | -24.5% |
| 10Y | +82.7% | +671.4% | -588.7% | -10.8% |
| All | +82.7% | +670.3% | -587.6% | -10.8% |
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 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