+207.8%
TER vs MSI
+76.1%
+131.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +24.0% | +2.6% | +21.4% | +23.5% |
| 30D | -30.6% | +18.1% | -48.8% | -32.9% |
| 3M | -34.5% | +13.2% | -47.7% | -36.2% |
| 6M | -26.4% | +36.3% | -62.6% | -33.3% |
| YTD | +36.4% | +39.5% | -3.1% | +21.3% |
| 1Y | +47.4% | +36.9% | +10.5% | +32.3% |
| All | +207.8% | +76.1% | +131.7% | +107.1% |
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