+86.2%
PSX vs MSI
+36.5%
+49.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -7.8% | +7.4% | -15.2% | -7.3% |
| 30D | -9.9% | +18.7% | -28.6% | -9.0% |
| 3M | +16.9% | +14.5% | +2.5% | +17.8% |
| 6M | +48.0% | +38.1% | +9.9% | +50.1% |
| YTD | +98.3% | +38.7% | +59.6% | +95.6% |
| 1Y | +86.2% | +35.4% | +50.8% | +82.4% |
| All | +86.2% | +36.5% | +49.6% | +82.4% |
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