-11.4%
TEAM vs MSI
+77.7%
-89.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.5% | -15.7% | -16.0% |
| 7D | -19.8% | +4.7% | -24.5% | -20.7% |
| 30D | -21.5% | +14.8% | -36.3% | -24.1% |
| 3M | +39.5% | +8.8% | +30.7% | +36.5% |
| 6M | +73.1% | +19.3% | +53.8% | +64.6% |
| YTD | -5.2% | +35.3% | -40.5% | -15.1% |
| 1Y | -1.6% | +33.8% | -35.3% | -11.4% |
| 3Y | -11.4% | +74.4% | -85.9% | -20.1% |
| All | -11.4% | +77.7% | -89.1% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling