+198.6%
PM vs MSI
+590.9%
-392.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | -1.3% | -5.8% | +4.5% | +0.4% |
| 30D | -2.6% | -1.0% | -1.6% | -2.3% |
| 3M | +5.8% | +14.2% | -8.4% | +1.5% |
| 6M | +10.6% | +1.0% | +9.5% | +9.6% |
| YTD | +17.2% | +21.5% | -4.3% | +9.8% |
| 1Y | +17.6% | -2.1% | +19.8% | +17.4% |
| 3Y | +124.3% | +69.3% | +54.9% | +86.2% |
| 5Y | +125.1% | +99.3% | +25.8% | +74.3% |
| 10Y | +198.6% | +595.0% | -396.4% | +82.2% |
| All | +198.6% | +590.9% | -392.3% | +82.2% |
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 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