+5,976.4%
SO vs MSI
+4,035.2%
+1,941.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | -0.2% | -3.7% | +3.5% | +0.2% |
| 30D | -4.6% | +6.8% | -11.4% | -5.3% |
| 3M | -3.0% | +14.3% | -17.3% | -4.5% |
| 6M | -8.3% | -1.6% | -6.7% | -8.3% |
| YTD | +3.5% | +22.8% | -19.3% | +1.1% |
| 1Y | -0.9% | -1.1% | +0.2% | -1.1% |
| 3Y | +45.4% | +70.5% | -25.1% | +36.7% |
| 5Y | +59.6% | +102.8% | -43.2% | +46.9% |
| 10Y | +156.6% | +597.4% | -440.8% | +111.6% |
| All | +5,976.4% | +4,035.2% | +1,941.2% | +3,625.4% |
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 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