+78.7%
SO vs MSI
+124.3%
-45.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | +1.4% | +3.2% | -1.9% | +0.6% |
| 30D | +4.7% | +17.6% | -12.9% | +0.9% |
| 3M | +1.7% | +14.5% | -12.8% | -1.5% |
| 6M | +2.2% | +34.3% | -32.1% | -4.9% |
| YTD | +10.0% | +39.7% | -29.8% | +1.0% |
| 1Y | +6.0% | +40.2% | -34.1% | -2.7% |
| 3Y | +54.1% | +77.1% | -23.0% | +30.9% |
| All | +78.7% | +124.3% | -45.6% | +41.2% |
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