+6.0%
SO vs MSI
+37.5%
-31.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | +1.4% | +3.2% | -1.9% | +0.8% |
| 30D | +4.7% | +17.6% | -12.9% | +2.0% |
| 3M | +1.7% | +14.5% | -12.8% | -0.6% |
| 6M | +2.2% | +34.3% | -32.1% | -3.2% |
| YTD | +10.0% | +39.7% | -29.8% | +1.5% |
| 1Y | +6.0% | +40.2% | -34.1% | -4.3% |
| All | +6.0% | +37.5% | -31.5% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling