+8,630.0%
TER vs MSI
+4,457.4%
+4,172.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | -20.5% | +4.7% | -25.1% | -22.9% |
| 30D | -47.0% | +14.8% | -61.8% | -51.4% |
| 3M | -43.3% | +8.8% | -52.1% | -46.9% |
| 6M | -42.9% | +19.3% | -62.2% | -50.3% |
| YTD | +12.9% | +35.3% | -22.5% | -8.7% |
| 1Y | +18.2% | +33.8% | -15.6% | -3.8% |
| 3Y | +151.8% | +74.4% | +77.3% | +73.2% |
| 5Y | +54.2% | +120.5% | -66.3% | -6.8% |
| 10Y | +908.2% | +685.2% | +223.0% | +184.9% |
| All | +8,630.0% | +4,457.4% | +4,172.5% | +703.2% |
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