+162.6%
PM vs MSI
+124.3%
+38.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +0.5% | +3.2% | -2.7% | -0.1% |
| 30D | -3.2% | +17.6% | -20.8% | -6.4% |
| 3M | +6.2% | +14.5% | -8.3% | +3.2% |
| 6M | +7.7% | +34.3% | -26.6% | +1.1% |
| YTD | +27.3% | +39.7% | -12.5% | +18.3% |
| 1Y | +32.8% | +40.2% | -7.4% | +23.3% |
| 3Y | +150.0% | +77.1% | +72.9% | +119.8% |
| All | +162.6% | +124.3% | +38.3% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling