+256.1%
TPR vs MSI
+118.7%
+137.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +14.2% | +4.7% | +9.5% | +11.9% |
| 30D | +17.1% | +14.8% | +2.3% | +10.0% |
| 3M | -17.7% | +8.8% | -26.5% | -20.9% |
| 6M | -10.2% | +19.3% | -29.5% | -18.0% |
| YTD | +4.9% | +35.3% | -30.4% | -10.7% |
| 1Y | +36.1% | +33.8% | +2.4% | +16.6% |
| 3Y | +416.5% | +74.4% | +342.0% | +265.4% |
| All | +256.1% | +118.7% | +137.4% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling