-6.6%
TEAM vs MSI
+36.5%
-43.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -22.2% | +7.4% | -29.6% | -21.9% |
| 30D | -28.1% | +18.7% | -46.9% | -27.7% |
| 3M | -2.2% | +14.5% | -16.6% | -1.7% |
| 6M | +62.2% | +38.1% | +24.1% | +64.7% |
| YTD | -8.4% | +38.7% | -47.1% | -8.8% |
| 1Y | -6.6% | +35.4% | -42.0% | -3.4% |
| All | -6.6% | +36.5% | -43.2% | -3.4% |
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 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