+386.6%
PSX vs MSI
+593.5%
-207.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +1.8% | -4.0% | +5.8% | +3.6% |
| 30D | +21.6% | -0.5% | +22.1% | +21.7% |
| 3M | +46.5% | +11.4% | +35.1% | +38.9% |
| 6M | +62.0% | +1.0% | +61.0% | +59.3% |
| YTD | +106.3% | +20.7% | +85.7% | +85.8% |
| 1Y | +103.0% | -2.7% | +105.7% | +101.5% |
| 3Y | +135.5% | +68.2% | +67.3% | +72.6% |
| 5Y | +368.5% | +100.0% | +268.6% | +202.1% |
| 10Y | +386.6% | +596.9% | -210.3% | +96.3% |
| All | +386.6% | +593.5% | -207.0% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling