-53.2%
TE vs MSI
+201.4%
-254.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -4.0% | -3.7% | -0.3% | -3.2% |
| 30D | -15.9% | +6.8% | -22.7% | -17.3% |
| 3M | -60.5% | +14.3% | -74.8% | -62.0% |
| 6M | -35.2% | -1.6% | -33.6% | -35.3% |
| YTD | -31.1% | +22.8% | -53.9% | -36.0% |
| 1Y | +148.6% | -1.1% | +149.8% | +145.6% |
| 3Y | -26.4% | +70.5% | -96.9% | -41.5% |
| 5Y | -48.0% | +102.8% | -150.8% | -61.6% |
| All | -53.2% | +201.4% | -254.5% | -65.8% |
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