+96.9%
PSX vs MSI
+28.6%
+68.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.5% |
| 7D | -5.2% | +2.8% | -8.0% | -5.0% |
| 30D | -3.7% | +9.1% | -12.9% | -3.3% |
| 3M | +26.8% | +12.5% | +14.3% | +27.3% |
| 6M | +47.3% | +14.2% | +33.1% | +48.1% |
| YTD | +105.4% | +30.7% | +74.7% | +103.1% |
| 1Y | +96.9% | +27.5% | +69.4% | +92.3% |
| All | +96.9% | +28.6% | +68.3% | +92.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling