-6.4%
T vs MSI
+28.6%
-35.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.8% | +1.8% |
| 7D | +5.5% | +2.8% | +2.6% | +4.9% |
| 30D | -8.9% | +9.1% | -18.1% | -10.5% |
| 3M | -5.6% | +12.5% | -18.1% | -7.7% |
| 6M | -14.3% | +14.2% | -28.5% | -16.3% |
| YTD | -7.9% | +30.7% | -38.6% | -10.5% |
| 1Y | -6.4% | +27.5% | -33.9% | -10.4% |
| All | -6.4% | +28.6% | -35.0% | -10.4% |
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