+131.3%
TLT vs MSI
+1,606.1%
-1,474.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -0.1% |
| 7D | +0.1% | +4.7% | -4.6% | +0.5% |
| 30D | +6.2% | +14.8% | -8.6% | +7.4% |
| 3M | +0.1% | +8.8% | -8.8% | +0.7% |
| 6M | -3.0% | +19.3% | -22.3% | -1.4% |
| YTD | -2.7% | +35.3% | -38.1% | -0.1% |
| 1Y | -4.8% | +33.8% | -38.6% | -2.4% |
| 3Y | +6.9% | +74.4% | -67.5% | +12.6% |
| 5Y | -34.5% | +120.5% | -155.0% | -29.2% |
| 10Y | -17.3% | +685.2% | -702.5% | +1.9% |
| All | +131.3% | +1,606.1% | -1,474.8% | +229.9% |
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