+144.9%
TE vs MSI
-1.8%
+146.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -6.3% |
| 7D | +0.9% | -1.8% | +2.6% | 0.0% |
| 30D | -16.3% | -0.6% | -15.6% | -16.3% |
| 3M | -40.8% | +13.0% | -53.8% | -35.5% |
| 6M | -42.6% | +0.5% | -43.1% | -40.7% |
| YTD | -31.4% | +21.7% | -53.1% | -24.4% |
| 1Y | +144.9% | -2.6% | +147.5% | +76.5% |
| All | +144.9% | -1.8% | +146.7% | +76.5% |
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 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