+132.2%
PSX vs MSI
+77.7%
+54.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | -13.1% | +4.7% | -17.8% | -13.5% |
| 30D | -9.5% | +14.8% | -24.3% | -10.6% |
| 3M | +20.2% | +8.8% | +11.4% | +19.2% |
| 6M | +44.9% | +19.3% | +25.6% | +42.2% |
| YTD | +94.4% | +35.3% | +59.1% | +86.0% |
| 1Y | +83.1% | +33.8% | +49.3% | +75.4% |
| 3Y | +132.2% | +74.4% | +57.7% | +100.2% |
| All | +132.2% | +77.7% | +54.5% | +100.2% |
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