+18.9%
RF vs MSI
+37.5%
-18.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | -1.3% | +7.7% | -9.0% | -1.6% |
| 30D | +4.6% | +19.9% | -15.3% | +3.9% |
| 3M | -8.4% | +14.9% | -23.4% | -9.0% |
| 6M | +8.9% | +37.2% | -28.4% | +7.8% |
| YTD | +8.8% | +40.8% | -32.0% | +8.4% |
| 1Y | +18.9% | +38.1% | -19.2% | +22.8% |
| All | +18.9% | +37.5% | -18.6% | +22.8% |
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 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