+50.3%
O vs MSI
+590.9%
-540.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | -0.6% | -5.8% | +5.2% | +1.6% |
| 30D | -2.0% | -1.0% | -1.0% | -1.7% |
| 3M | +3.0% | +14.2% | -11.1% | -2.4% |
| 6M | -3.6% | +1.0% | -4.7% | -4.9% |
| YTD | +12.1% | +21.5% | -9.4% | +2.7% |
| 1Y | +8.9% | -2.1% | +11.0% | +8.4% |
| 3Y | +30.3% | +69.3% | -39.0% | +0.7% |
| 5Y | +13.7% | +99.3% | -85.6% | -19.9% |
| 10Y | +50.3% | +595.0% | -544.8% | -23.5% |
| All | +50.3% | +590.9% | -540.7% | -23.5% |
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