+42.1%
RF vs MSI
+118.7%
-76.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.9% | +4.7% | -5.6% | -2.5% |
| 30D | +6.0% | +14.8% | -8.7% | +1.0% |
| 3M | -8.9% | +8.8% | -17.7% | -11.7% |
| 6M | +2.3% | +19.3% | -17.0% | -4.6% |
| YTD | +7.6% | +35.3% | -27.8% | -5.5% |
| 1Y | +21.2% | +33.8% | -12.6% | +6.9% |
| 3Y | +108.5% | +74.4% | +34.1% | +56.7% |
| All | +42.1% | +118.7% | -76.6% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling