-20.7%
TLT vs MSI
+590.9%
-611.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | -0.1% |
| 7D | +0.4% | -5.8% | +6.2% | 0.0% |
| 30D | -0.3% | -1.0% | +0.7% | -0.3% |
| 3M | -1.7% | +14.2% | -15.9% | -0.9% |
| 6M | -4.9% | +1.0% | -6.0% | -4.8% |
| YTD | -2.8% | +21.5% | -24.3% | -1.4% |
| 1Y | -4.2% | -2.1% | -2.1% | -4.3% |
| 3Y | -1.1% | +69.3% | -70.4% | +3.8% |
| 5Y | -33.7% | +99.3% | -133.0% | -29.0% |
| 10Y | -20.7% | +595.0% | -615.7% | -3.4% |
| All | -20.7% | +590.9% | -611.6% | -3.4% |
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