+88.3%
RF vs MSI
+70.3%
+18.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +1.3% | -3.7% | +5.0% | +1.9% |
| 30D | -3.6% | +6.8% | -10.4% | -4.9% |
| 3M | +8.1% | +14.3% | -6.2% | +5.1% |
| 6M | +11.5% | -1.6% | +13.0% | +11.6% |
| YTD | +15.6% | +22.8% | -7.2% | +9.5% |
| 1Y | +15.7% | -1.1% | +16.8% | +16.3% |
| All | +88.3% | +70.3% | +18.0% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling