+43.2%
TER vs MSI
+28.6%
+14.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.2% | -8.0% | -6.6% |
| 7D | -19.9% | +2.8% | -22.7% | -19.4% |
| 30D | -43.5% | +9.1% | -52.7% | -42.7% |
| 3M | -37.8% | +12.5% | -50.3% | -37.1% |
| 6M | -25.6% | +14.2% | -39.8% | -23.7% |
| YTD | +29.8% | +30.7% | -0.9% | +25.5% |
| 1Y | +43.2% | +27.5% | +15.6% | +59.0% |
| All | +43.2% | +28.6% | +14.6% | +59.0% |
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