+146.7%
PM vs MSI
+77.7%
+69.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | -7.1% | +7.7% | -14.8% | -8.4% |
| 30D | -2.8% | +19.9% | -22.7% | -6.3% |
| 3M | +6.3% | +14.9% | -8.6% | +3.3% |
| 6M | +9.6% | +37.2% | -27.6% | +2.5% |
| YTD | +25.6% | +40.8% | -15.2% | +16.6% |
| 1Y | +29.7% | +38.1% | -8.5% | +20.8% |
| All | +146.7% | +77.7% | +69.0% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling