+227.9%
TPR vs MSI
+127.9%
+100.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.4% |
| 7D | +6.4% | +7.7% | -1.3% | +2.9% |
| 30D | +13.8% | +19.9% | -6.2% | +4.7% |
| 3M | -16.6% | +14.9% | -31.6% | -21.8% |
| 6M | +0.7% | +37.2% | -36.6% | -13.4% |
| YTD | +5.3% | +40.8% | -35.4% | -11.9% |
| 1Y | +32.4% | +38.1% | -5.8% | +11.7% |
| 3Y | +406.4% | +77.7% | +328.7% | +256.6% |
| 5Y | +227.9% | +129.0% | +98.9% | +80.7% |
| All | +227.9% | +127.9% | +100.0% | +80.7% |
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