+95.5%
PSX vs MSI
+37.5%
+58.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +7.8% | +3.2% | +4.6% | +8.0% |
| 30D | -10.9% | +17.6% | -28.5% | -10.1% |
| 3M | +14.5% | +14.5% | 0.0% | +15.3% |
| 6M | +56.1% | +34.3% | +21.9% | +58.0% |
| YTD | +109.6% | +39.7% | +69.9% | +104.3% |
| 1Y | +95.5% | +40.2% | +55.4% | +91.4% |
| All | +95.5% | +37.5% | +58.0% | +91.4% |
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