+637.6%
TEAM vs MSI
+801.3%
-163.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.5% |
| 7D | -17.2% | +8.3% | -25.5% | -20.6% |
| 30D | -25.1% | +18.9% | -44.0% | -31.6% |
| 3M | +3.9% | +13.2% | -9.3% | -2.7% |
| 6M | +69.1% | +38.3% | +30.8% | +41.5% |
| YTD | -4.5% | +38.9% | -43.3% | -21.9% |
| 1Y | -1.9% | +36.7% | -38.5% | -19.1% |
| 3Y | -9.3% | +76.6% | -85.9% | -36.8% |
| 5Y | -65.2% | +124.5% | -189.6% | -79.2% |
| 10Y | +467.0% | +674.5% | -207.5% | +54.1% |
| All | +637.6% | +801.3% | -163.7% | +86.4% |
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 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