-51.7%
TE vs MSI
+37.5%
-89.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +3.7% |
| 7D | -22.0% | +7.7% | -29.7% | -18.4% |
| 30D | -33.6% | +19.9% | -53.6% | -27.0% |
| 3M | -61.1% | +14.9% | -76.0% | -57.8% |
| 6M | -64.7% | +37.2% | -102.0% | -58.1% |
| YTD | -68.1% | +40.8% | -108.9% | -67.9% |
| 1Y | -51.7% | +38.1% | -89.8% | -39.3% |
| All | -51.7% | +37.5% | -89.2% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling