+232.4%
PM vs MSI
+676.2%
-443.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -5.2% | +4.7% | -9.9% | -6.6% |
| 30D | +2.7% | +14.8% | -12.1% | -1.5% |
| 3M | +6.1% | +8.8% | -2.7% | +3.4% |
| 6M | +18.0% | +19.3% | -1.3% | +11.2% |
| YTD | +26.6% | +35.3% | -8.8% | +14.7% |
| 1Y | +36.7% | +33.8% | +2.9% | +24.3% |
| 3Y | +146.0% | +74.4% | +71.6% | +102.7% |
| 5Y | +164.1% | +120.5% | +43.6% | +98.3% |
| All | +232.4% | +676.2% | -443.8% | +89.1% |
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