-79.9%
TE vs MSI
+242.4%
-322.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.9% | -6.6% | -7.3% |
| 7D | -13.6% | +2.6% | -16.2% | -14.0% |
| 30D | -37.7% | +18.1% | -55.8% | -39.9% |
| 3M | -59.8% | +13.2% | -73.0% | -60.9% |
| 6M | -66.3% | +36.3% | -102.6% | -68.8% |
| YTD | -70.5% | +39.5% | -110.0% | -73.4% |
| 1Y | -48.8% | +36.9% | -85.7% | -53.5% |
| 3Y | +31.3% | +76.1% | -44.8% | +5.4% |
| 5Y | -82.0% | +123.7% | -205.8% | -87.1% |
| All | -79.9% | +242.4% | -322.4% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling