+6.5%
TLT vs MSI
+77.7%
-71.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | +4.7% | -4.6% | -0.2% |
| 30D | +6.2% | +14.8% | -8.6% | +5.3% |
| 3M | -0.3% | +8.8% | -9.2% | -0.9% |
| 6M | -3.4% | +19.3% | -22.7% | -4.4% |
| YTD | -3.1% | +35.3% | -38.5% | -5.0% |
| 1Y | -5.2% | +33.8% | -39.0% | -7.0% |
| 3Y | +6.5% | +74.4% | -68.0% | -1.8% |
| All | +6.5% | +77.7% | -71.2% | -1.8% |
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