+76.2%
O vs MSI
+664.3%
-588.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -0.4% | +3.2% | -3.6% | -1.6% |
| 30D | +7.1% | +17.6% | -10.5% | +0.8% |
| 3M | -5.2% | +14.5% | -19.8% | -10.0% |
| 6M | -1.8% | +34.3% | -36.0% | -12.5% |
| YTD | +9.1% | +39.7% | -30.7% | -5.1% |
| 1Y | +9.7% | +40.2% | -30.5% | -4.8% |
| 3Y | +39.1% | +77.1% | -38.0% | +6.6% |
| 5Y | +8.4% | +124.0% | -115.7% | -26.7% |
| All | +76.2% | +664.3% | -588.2% | -13.2% |
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