-50.3%
TEAM vs MSI
+103.4%
-153.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.1% |
| 7D | -0.4% | -3.7% | +3.3% | +1.7% |
| 30D | +67.3% | +6.8% | +60.5% | +59.4% |
| 3M | +86.8% | +14.3% | +72.5% | +70.9% |
| 6M | +146.8% | -1.6% | +148.4% | +146.0% |
| YTD | +16.9% | +22.8% | -5.9% | -1.7% |
| 1Y | +12.8% | -1.1% | +13.9% | +11.1% |
| 3Y | -7.3% | +70.5% | -77.7% | -45.3% |
| All | -50.3% | +103.4% | -153.7% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling