+383.3%
TPR vs MSI
+670.3%
-287.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +12.1% | +7.4% | +4.7% | +7.3% |
| 30D | +16.7% | +18.7% | -2.1% | +5.0% |
| 3M | -17.4% | +14.5% | -31.8% | -24.1% |
| 6M | +2.3% | +38.1% | -35.8% | -17.0% |
| YTD | +7.1% | +38.7% | -31.6% | -14.8% |
| 1Y | +29.5% | +35.4% | -5.9% | +4.5% |
| 3Y | +415.0% | +75.1% | +340.0% | +236.3% |
| 5Y | +261.5% | +126.4% | +135.1% | +90.8% |
| 10Y | +383.3% | +671.4% | -288.1% | +35.4% |
| All | +383.3% | +670.3% | -287.0% | +35.4% |
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