-43.8%
TE vs MSI
+99.1%
-142.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.1% | +11.1% | +10.4% |
| 7D | +18.2% | -5.8% | +24.0% | +20.7% |
| 30D | -13.5% | -1.0% | -12.5% | -13.3% |
| 3M | -44.6% | +14.2% | -58.7% | -47.9% |
| 6M | -24.7% | +1.0% | -25.8% | -26.0% |
| YTD | -24.3% | +21.5% | -45.7% | -33.5% |
| 1Y | +155.6% | -2.1% | +157.7% | +151.5% |
| 3Y | -18.3% | +69.3% | -87.6% | -51.5% |
| All | -43.8% | +99.1% | -142.8% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling