+67.2%
SU vs MSI
-2.0%
+69.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +2.2% | -0.4% | +2.6% | +2.2% |
| 30D | +8.4% | -0.8% | +9.2% | +8.4% |
| 3M | +12.1% | +13.9% | -1.9% | +12.6% |
| 6M | +19.7% | +1.3% | +18.3% | +20.2% |
| YTD | +58.4% | +22.3% | +36.1% | +57.8% |
| 1Y | +67.2% | -3.9% | +71.1% | +65.0% |
| All | +67.2% | -2.0% | +69.2% | +65.0% |
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