+9.7%
O vs MSI
+37.5%
-27.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -0.4% | +3.2% | -3.6% | -0.8% |
| 30D | +7.1% | +17.6% | -10.5% | +4.9% |
| 3M | -5.2% | +14.5% | -19.8% | -6.9% |
| 6M | -1.8% | +34.3% | -36.0% | -5.5% |
| YTD | +9.1% | +39.7% | -30.7% | +4.8% |
| 1Y | +9.7% | +40.2% | -30.5% | +5.2% |
| All | +9.7% | +37.5% | -27.9% | +5.2% |
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 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