+379.1%
TPR vs MSI
+676.2%
-297.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | +14.2% | +4.7% | +9.5% | +11.1% |
| 30D | +17.1% | +14.8% | +2.3% | +7.6% |
| 3M | -17.7% | +8.8% | -26.5% | -22.0% |
| 6M | -10.2% | +19.3% | -29.5% | -20.7% |
| YTD | +4.9% | +35.3% | -30.4% | -15.3% |
| 1Y | +36.1% | +33.8% | +2.4% | +10.6% |
| 3Y | +416.5% | +74.4% | +342.0% | +237.3% |
| 5Y | +254.8% | +120.5% | +134.3% | +90.4% |
| All | +379.1% | +676.2% | -297.1% | +35.8% |
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 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