+14,183.4%
TER vs MSI
+4,035.2%
+10,148.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +6.0% |
| 7D | +0.6% | -3.7% | +4.3% | +2.7% |
| 30D | -8.3% | +6.8% | -15.1% | -12.4% |
| 3M | -12.2% | +14.3% | -26.5% | -20.0% |
| 6M | +17.1% | -1.6% | +18.6% | +15.5% |
| YTD | +84.7% | +22.8% | +61.9% | +59.9% |
| 1Y | +199.9% | -1.1% | +201.0% | +191.5% |
| 3Y | +232.8% | +70.5% | +162.3% | +134.1% |
| 5Y | +198.6% | +102.8% | +95.8% | +91.4% |
| 10Y | +1,669.7% | +597.4% | +1,072.3% | +440.6% |
| All | +14,183.4% | +4,035.2% | +10,148.2% | +1,306.0% |
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 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