+125.4%
SU vs MSI
+69.5%
+55.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +1.7% | -1.8% | +3.4% | +1.9% |
| 30D | +9.6% | -0.6% | +10.3% | +9.7% |
| 3M | +11.7% | +13.0% | -1.3% | +9.8% |
| 6M | +21.9% | +0.5% | +21.4% | +21.9% |
| YTD | +58.6% | +21.7% | +36.9% | +52.5% |
| 1Y | +66.5% | -2.6% | +69.1% | +68.0% |
| All | +125.4% | +69.5% | +55.9% | +109.3% |
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 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