+137.1%
PSX vs MSI
+72.0%
+65.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +4.5% | -3.7% | +8.2% | +4.9% |
| 30D | +26.6% | +6.8% | +19.8% | +25.7% |
| 3M | +39.3% | +14.3% | +25.0% | +37.2% |
| 6M | +56.8% | -1.6% | +58.4% | +57.3% |
| YTD | +101.8% | +22.8% | +79.0% | +95.1% |
| 1Y | +99.6% | -1.1% | +100.7% | +100.6% |
| All | +137.1% | +72.0% | +65.2% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling