+119.5%
RF vs MSI
+76.4%
+43.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | +1.9% | +3.2% | -1.3% | +1.4% |
| 30D | +7.3% | +17.6% | -10.3% | +4.3% |
| 3M | -7.9% | +14.5% | -22.4% | -10.2% |
| 6M | +10.5% | +34.3% | -23.7% | +4.5% |
| YTD | +9.6% | +39.7% | -30.1% | +1.6% |
| 1Y | +20.3% | +40.2% | -19.9% | +11.4% |
| 3Y | +119.5% | +77.1% | +42.4% | +94.3% |
| All | +119.5% | +76.4% | +43.2% | +94.3% |
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