+1,112.1%
PSX vs MSI
+1,118.0%
-6.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +4.5% | -3.7% | +8.2% | +6.2% |
| 30D | +26.6% | +6.8% | +19.8% | +22.7% |
| 3M | +39.3% | +14.3% | +25.0% | +30.7% |
| 6M | +56.8% | -1.6% | +58.4% | +56.0% |
| YTD | +101.8% | +22.8% | +79.0% | +80.7% |
| 1Y | +99.6% | -1.1% | +100.7% | +96.7% |
| 3Y | +140.3% | +70.5% | +69.9% | +77.4% |
| 5Y | +339.3% | +102.8% | +236.5% | +187.9% |
| 10Y | +369.9% | +597.4% | -227.6% | +72.1% |
| All | +1,112.1% | +1,118.0% | -6.0% | +249.8% |
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 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