+5,241.4%
O vs MSI
+1,082.5%
+4,158.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +3.7% | +4.7% | -1.0% | +2.7% |
| 30D | +11.2% | +14.8% | -3.6% | +8.0% |
| 3M | -4.0% | +8.8% | -12.8% | -5.7% |
| 6M | -5.2% | +19.3% | -24.5% | -9.1% |
| YTD | +9.5% | +35.3% | -25.9% | +2.1% |
| 1Y | +10.6% | +33.8% | -23.2% | +3.3% |
| 3Y | +38.1% | +74.4% | -36.3% | +20.9% |
| 5Y | +10.2% | +120.5% | -110.3% | -8.9% |
| 10Y | +71.4% | +685.2% | -613.8% | +9.6% |
| All | +5,241.4% | +1,082.5% | +4,158.9% | +2,306.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling