+318.5%
TPR vs MSI
+595.6%
-277.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | -2.3% | -3.7% | +1.4% | -0.1% |
| 30D | -23.0% | +6.8% | -29.8% | -26.3% |
| 3M | -12.5% | +14.3% | -26.8% | -19.8% |
| 6M | -21.4% | -1.6% | -19.9% | -21.7% |
| YTD | -3.5% | +22.8% | -26.3% | -17.2% |
| 1Y | +17.4% | -1.1% | +18.5% | +15.7% |
| 3Y | +291.3% | +70.5% | +220.8% | +157.0% |
| 5Y | +241.9% | +102.8% | +139.1% | +93.0% |
| All | +318.5% | +595.6% | -277.1% | +33.3% |
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 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