+5,387.7%
O vs MSI
+972.9%
+4,414.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -0.7% | -3.7% | +2.9% | 0.0% |
| 30D | -1.9% | +6.8% | -8.7% | -3.4% |
| 3M | +3.8% | +14.3% | -10.5% | +0.8% |
| 6M | -4.7% | -1.6% | -3.2% | -4.9% |
| YTD | +12.5% | +22.8% | -10.3% | +7.1% |
| 1Y | +10.8% | -1.1% | +11.9% | +10.3% |
| 3Y | +28.8% | +70.5% | -41.7% | +13.2% |
| 5Y | +13.2% | +102.8% | -89.6% | -4.7% |
| 10Y | +53.5% | +597.4% | -544.0% | +0.6% |
| All | +5,387.7% | +972.9% | +4,414.8% | +2,424.2% |
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