+763.1%
PM vs MSI
+1,538.0%
-774.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -4.9% | -3.7% | -1.2% | -3.9% |
| 30D | -3.4% | +6.8% | -10.2% | -5.2% |
| 3M | +5.2% | +14.3% | -9.1% | +1.2% |
| 6M | +3.7% | -1.6% | +5.3% | +3.6% |
| YTD | +15.8% | +22.8% | -7.0% | +8.8% |
| 1Y | +17.4% | -1.1% | +18.5% | +16.8% |
| 3Y | +116.9% | +70.5% | +46.5% | +84.1% |
| 5Y | +117.3% | +102.8% | +14.5% | +73.1% |
| 10Y | +193.8% | +597.4% | -403.7% | +64.6% |
| All | +763.1% | +1,538.0% | -774.9% | +246.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling