-66.3%
TE vs MSI
+34.7%
-101.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.9% | -6.6% | -7.7% |
| 7D | -13.6% | +2.6% | -16.2% | -12.9% |
| 30D | -37.7% | +18.1% | -55.8% | -36.0% |
| 3M | -59.8% | +13.2% | -73.0% | -58.6% |
| 6M | -66.3% | +36.3% | -102.6% | -69.1% |
| All | -66.3% | +34.7% | -101.0% | -69.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling