+71.7%
TER vs MSI
+124.3%
-52.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.5% |
| 7D | +14.4% | +3.2% | +11.1% | +12.7% |
| 30D | -30.6% | +17.6% | -48.2% | -36.5% |
| 3M | -39.2% | +14.5% | -53.7% | -44.1% |
| 6M | -31.3% | +34.3% | -65.5% | -43.5% |
| YTD | +29.1% | +39.7% | -10.6% | +1.7% |
| 1Y | +47.4% | +40.2% | +7.3% | +15.8% |
| 3Y | +191.2% | +77.1% | +114.1% | +77.0% |
| All | +71.7% | +124.3% | -52.6% | -19.6% |
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 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