+15.7%
RF vs MSI
-2.0%
+17.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | +2.7% | -5.8% | +8.4% | +2.8% |
| 30D | -3.4% | -1.0% | -2.4% | -3.4% |
| 3M | +6.4% | +14.2% | -7.8% | +5.5% |
| 6M | +13.4% | +1.0% | +12.4% | +12.5% |
| YTD | +14.2% | +21.5% | -7.2% | +12.1% |
| 1Y | +15.7% | -2.1% | +17.8% | +16.2% |
| All | +15.7% | -2.0% | +17.7% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling