+129.5%
TLT vs MSI
+1,674.8%
-1,545.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | +0.2% |
| 7D | -1.0% | +7.7% | -8.7% | -0.4% |
| 30D | +4.1% | +19.9% | -15.8% | +5.6% |
| 3M | -0.4% | +14.9% | -15.3% | +0.8% |
| 6M | -3.2% | +37.2% | -40.4% | -0.6% |
| YTD | -3.5% | +40.8% | -44.3% | -0.6% |
| 1Y | -5.8% | +38.1% | -44.0% | -3.1% |
| 3Y | +4.6% | +77.7% | -73.1% | +10.3% |
| 5Y | -34.4% | +129.0% | -163.4% | -28.9% |
| 10Y | -11.4% | +671.3% | -682.7% | +8.9% |
| All | +129.5% | +1,674.8% | -1,545.3% | +228.3% |
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