+1,067.6%
PSX vs MSI
+1,242.4%
-174.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.3% |
| 7D | -13.1% | +4.7% | -17.8% | -14.9% |
| 30D | -9.5% | +14.8% | -24.3% | -14.9% |
| 3M | +20.2% | +8.8% | +11.4% | +15.5% |
| 6M | +44.9% | +19.3% | +25.6% | +32.3% |
| YTD | +94.4% | +35.3% | +59.1% | +66.6% |
| 1Y | +83.1% | +33.8% | +49.3% | +57.5% |
| 3Y | +132.2% | +74.4% | +57.7% | +70.7% |
| 5Y | +278.8% | +120.5% | +158.3% | +140.0% |
| 10Y | +354.2% | +685.2% | -331.0% | +57.8% |
| All | +1,067.6% | +1,242.4% | -174.8% | +222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling