+147.8%
SW vs MSI
+597.7%
-449.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.4% |
| 7D | -5.1% | -3.7% | -1.4% | -4.5% |
| 30D | -4.6% | +6.8% | -11.4% | -5.8% |
| 3M | +9.4% | +14.3% | -4.9% | +6.7% |
| 6M | +3.5% | -1.6% | +5.1% | +3.5% |
| YTD | +22.0% | +22.8% | -0.8% | +17.5% |
| 1Y | +2.2% | -1.1% | +3.3% | +1.9% |
| 3Y | +19.6% | +70.5% | -50.9% | +9.3% |
| 5Y | -2.3% | +102.8% | -105.1% | -14.2% |
| All | +147.8% | +597.7% | -449.9% | +103.3% |
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