+1,579.9%
T vs MSI
+4,457.4%
-2,877.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +1.0% | +4.7% | -3.6% | +0.1% |
| 30D | -10.6% | +14.8% | -25.4% | -13.0% |
| 3M | -7.7% | +8.8% | -16.6% | -9.3% |
| 6M | -13.3% | +19.3% | -32.6% | -16.5% |
| YTD | -8.8% | +35.3% | -44.1% | -14.3% |
| 1Y | -8.4% | +33.8% | -42.2% | -13.8% |
| 3Y | +59.6% | +74.4% | -14.8% | +41.7% |
| 5Y | +52.1% | +120.5% | -68.4% | +27.9% |
| 10Y | +56.9% | +685.2% | -628.3% | +3.1% |
| All | +1,579.9% | +4,457.4% | -2,877.5% | +508.9% |
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