+65.3%
T vs MSI
+590.9%
-525.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -1.5% | -5.8% | +4.2% | +0.3% |
| 30D | +7.6% | -1.0% | +8.6% | +7.9% |
| 3M | +15.3% | +14.2% | +1.1% | +10.4% |
| 6M | -8.5% | +1.0% | -9.5% | -9.3% |
| YTD | +6.8% | +21.5% | -14.7% | -0.4% |
| 1Y | -7.2% | -2.1% | -5.1% | -7.4% |
| 3Y | +108.2% | +69.3% | +38.9% | +70.0% |
| 5Y | +66.1% | +99.3% | -33.3% | +25.5% |
| 10Y | +65.3% | +595.0% | -529.7% | -7.6% |
| All | +65.3% | +590.9% | -525.6% | -7.6% |
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