+448.0%
SNXX vs MSI
+15.6%
+432.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.4% | +1.6% |
| 7D | +27.3% | -4.0% | +31.3% | +19.0% |
| 30D | +89.3% | -0.5% | +89.7% | +92.3% |
| 3M | -29.6% | +11.4% | -41.0% | -8.0% |
| 6M | +324.4% | +1.0% | +323.5% | +490.5% |
| All | +448.0% | +15.6% | +432.3% | +644.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling