+104.9%
PSX vs MSI
-2.0%
+106.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.5% |
| 7D | +2.8% | -5.8% | +8.6% | +2.6% |
| 30D | +27.8% | -1.0% | +28.7% | +27.7% |
| 3M | +42.0% | +14.2% | +27.9% | +42.9% |
| 6M | +58.1% | +1.0% | +57.1% | +58.0% |
| YTD | +105.0% | +21.5% | +83.6% | +105.8% |
| 1Y | +104.9% | -2.1% | +107.0% | +99.8% |
| All | +104.9% | -2.0% | +106.9% | +99.8% |
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