+416.5%
TPR vs MSI
+77.7%
+338.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +14.2% | +4.7% | +9.5% | +12.7% |
| 30D | +17.1% | +14.8% | +2.3% | +12.5% |
| 3M | -17.7% | +8.8% | -26.5% | -19.7% |
| 6M | -10.2% | +19.3% | -29.5% | -15.0% |
| YTD | +4.9% | +35.3% | -30.4% | -5.1% |
| 1Y | +36.1% | +33.8% | +2.4% | +23.7% |
| 3Y | +416.5% | +74.4% | +342.0% | +367.0% |
| All | +416.5% | +77.7% | +338.8% | +367.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling