+62.5%
T vs MSI
+663.2%
-600.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +1.6% | +2.6% | -0.9% | +0.8% |
| 30D | -2.9% | +18.1% | -21.1% | -8.0% |
| 3M | -7.5% | +13.2% | -20.7% | -11.1% |
| 6M | -9.9% | +36.3% | -46.2% | -18.5% |
| YTD | -6.4% | +39.5% | -46.0% | -16.6% |
| 1Y | -9.4% | +36.9% | -46.3% | -18.7% |
| 3Y | +64.9% | +76.1% | -11.2% | +33.4% |
| 5Y | +57.0% | +123.7% | -66.8% | +14.5% |
| All | +62.5% | +663.2% | -600.7% | -17.3% |
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