+1,001.8%
TER vs MSI
+689.5%
+312.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.6% | +10.1% | +11.3% |
| 7D | -5.8% | +8.3% | -14.1% | -10.2% |
| 30D | -38.9% | +18.9% | -57.8% | -45.0% |
| 3M | -35.1% | +13.2% | -48.3% | -40.4% |
| 6M | -31.6% | +38.3% | -69.8% | -45.1% |
| YTD | +27.2% | +38.9% | -11.6% | +0.7% |
| 1Y | +35.2% | +36.7% | -1.5% | +8.1% |
| 3Y | +192.8% | +76.6% | +116.2% | +92.3% |
| 5Y | +72.4% | +124.5% | -52.1% | -4.3% |
| 10Y | +1,001.8% | +674.5% | +327.3% | +195.6% |
| All | +1,001.8% | +689.5% | +312.3% | +195.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling