+1,872.1%
T vs MSI
+4,035.2%
-2,163.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.8% |
| 7D | -1.3% | -3.7% | +2.4% | -0.6% |
| 30D | +11.4% | +6.8% | +4.5% | +9.9% |
| 3M | +14.3% | +14.3% | 0.0% | +11.3% |
| 6M | -9.3% | -1.6% | -7.7% | -9.3% |
| YTD | +7.1% | +22.8% | -15.7% | +2.5% |
| 1Y | -9.1% | -1.1% | -8.0% | -9.4% |
| 3Y | +105.3% | +70.5% | +34.9% | +82.9% |
| 5Y | +66.8% | +102.8% | -36.0% | +42.5% |
| 10Y | +66.8% | +597.4% | -530.6% | +12.1% |
| All | +1,872.1% | +4,035.2% | -2,163.1% | +628.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling