+59.8%
SO vs MSI
+103.4%
-43.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | -0.2% | -3.7% | +3.5% | +0.7% |
| 30D | -4.6% | +6.8% | -11.4% | -6.1% |
| 3M | -3.0% | +14.3% | -17.3% | -6.2% |
| 6M | -8.3% | -1.6% | -6.7% | -8.3% |
| YTD | +3.5% | +22.8% | -19.3% | -2.0% |
| 1Y | -0.9% | -1.1% | +0.2% | -1.3% |
| 3Y | +45.4% | +70.5% | -25.1% | +24.3% |
| All | +59.8% | +103.4% | -43.6% | +29.3% |
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