+143.9%
PM vs MSI
+77.7%
+66.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -5.2% | +4.7% | -9.9% | -6.1% |
| 30D | +2.7% | +14.8% | -12.1% | -0.1% |
| 3M | +5.2% | +8.8% | -3.6% | +3.4% |
| 6M | +17.0% | +19.3% | -2.3% | +12.4% |
| YTD | +25.5% | +35.3% | -9.8% | +17.5% |
| 1Y | +35.5% | +33.8% | +1.8% | +27.1% |
| 3Y | +143.9% | +74.4% | +69.5% | +123.4% |
| All | +143.9% | +77.7% | +66.2% | +123.4% |
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