-1.7%
SW vs MSI
+126.2%
-128.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -3.0% | +2.6% | -5.6% | -3.5% |
| 30D | +4.2% | +18.1% | -14.0% | +0.5% |
| 3M | -11.5% | +13.2% | -24.7% | -13.9% |
| 6M | +8.6% | +36.3% | -27.7% | +1.6% |
| YTD | +15.0% | +39.5% | -24.5% | +7.1% |
| 1Y | +25.7% | +36.9% | -11.2% | +17.4% |
| 3Y | +44.8% | +76.1% | -31.3% | +31.5% |
| 5Y | -1.7% | +123.7% | -125.4% | -16.0% |
| All | -1.7% | +126.2% | -128.0% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling