+358.2%
PSX vs MSI
+663.2%
-305.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.0% |
| 7D | +6.4% | +2.6% | +3.8% | +5.3% |
| 30D | -10.2% | +18.1% | -28.3% | -16.5% |
| 3M | +17.2% | +13.2% | +4.0% | +10.7% |
| 6M | +51.8% | +36.3% | +15.5% | +31.2% |
| YTD | +108.0% | +39.5% | +68.5% | +75.4% |
| 1Y | +96.1% | +36.9% | +59.2% | +66.8% |
| 3Y | +155.9% | +76.1% | +79.8% | +85.3% |
| 5Y | +306.9% | +123.7% | +183.2% | +150.7% |
| All | +358.2% | +663.2% | -305.0% | +66.0% |
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