+185.4%
SW vs MSI
+680.0%
-494.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -2.2% |
| 7D | +4.7% | +5.1% | -0.4% | +3.7% |
| 30D | +5.0% | +13.3% | -8.3% | +2.6% |
| 3M | -7.3% | +18.3% | -25.6% | -10.2% |
| 6M | +15.0% | +18.7% | -3.7% | +11.1% |
| YTD | +18.5% | +36.0% | -17.5% | +12.0% |
| 1Y | +27.1% | +32.6% | -5.4% | +20.6% |
| 3Y | +49.3% | +78.3% | -29.0% | +35.3% |
| 5Y | -1.6% | +121.6% | -123.2% | -14.8% |
| All | +185.4% | +680.0% | -494.6% | +122.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling