+43.7%
RF vs MSI
+117.4%
-73.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.2% | -3.5% |
| 7D | -1.6% | +5.1% | -6.7% | -3.4% |
| 30D | +5.0% | +13.3% | -8.3% | +0.5% |
| 3M | -10.0% | +18.3% | -28.3% | -15.5% |
| 6M | +3.3% | +18.7% | -15.4% | -3.5% |
| YTD | +7.9% | +36.0% | -28.1% | -5.4% |
| 1Y | +21.2% | +32.6% | -11.3% | +7.4% |
| 3Y | +105.8% | +78.3% | +27.5% | +53.0% |
| 5Y | +43.7% | +121.6% | -77.9% | -11.3% |
| All | +43.7% | +117.4% | -73.7% | -11.3% |
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 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