+47.9%
SO vs MSI
+77.7%
-29.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -1.5% | +4.7% | -6.1% | -2.3% |
| 30D | +8.1% | +14.8% | -6.7% | +5.4% |
| 3M | +0.2% | +8.8% | -8.6% | -1.4% |
| 6M | +0.4% | +19.3% | -18.9% | -3.2% |
| YTD | +8.5% | +35.3% | -26.8% | +1.8% |
| 1Y | +4.9% | +33.8% | -28.8% | -1.3% |
| 3Y | +47.9% | +74.4% | -26.5% | +24.4% |
| All | +47.9% | +77.7% | -29.8% | +24.4% |
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