-78.3%
TE vs MSI
+245.5%
-323.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.6% |
| 7D | -22.0% | +7.7% | -29.7% | -23.3% |
| 30D | -33.6% | +19.9% | -53.6% | -36.3% |
| 3M | -61.1% | +14.9% | -76.0% | -62.3% |
| 6M | -64.7% | +37.2% | -102.0% | -67.3% |
| YTD | -68.1% | +40.8% | -108.9% | -71.3% |
| 1Y | -51.7% | +38.1% | -89.8% | -56.2% |
| 3Y | +42.0% | +77.7% | -35.7% | +13.7% |
| 5Y | -80.8% | +129.0% | -209.8% | -86.2% |
| All | -78.3% | +245.5% | -323.8% | -84.7% |
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