+11.4%
O vs MSI
+36.5%
-25.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +3.5% | +7.4% | -3.9% | +2.5% |
| 30D | +10.4% | +18.7% | -8.3% | +8.0% |
| 3M | -2.4% | +14.5% | -16.9% | -4.2% |
| 6M | -1.2% | +38.1% | -39.3% | -5.2% |
| YTD | +10.4% | +38.7% | -28.3% | +6.1% |
| 1Y | +11.4% | +35.4% | -24.0% | +7.9% |
| All | +11.4% | +36.5% | -25.1% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling