+1,091.2%
PSX vs MSI
+1,276.0%
-184.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -7.8% | +7.4% | -15.2% | -10.7% |
| 30D | -9.9% | +18.7% | -28.6% | -16.4% |
| 3M | +16.9% | +14.5% | +2.5% | +10.0% |
| 6M | +48.0% | +38.1% | +9.9% | +27.4% |
| YTD | +98.3% | +38.7% | +59.6% | +68.2% |
| 1Y | +86.2% | +35.4% | +50.8% | +59.5% |
| 3Y | +144.0% | +75.1% | +68.9% | +79.4% |
| 5Y | +287.7% | +126.4% | +161.3% | +142.8% |
| 10Y | +338.3% | +671.4% | -333.1% | +53.4% |
| All | +1,091.2% | +1,276.0% | -184.8% | +225.5% |
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