+18.4%
U vs MSI
+28.6%
-10.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +4.9% |
| 7D | +7.5% | +2.8% | +4.7% | +7.4% |
| 30D | -7.0% | +9.1% | -16.2% | -7.2% |
| 3M | +20.6% | +12.5% | +8.0% | +20.0% |
| 6M | +53.2% | +14.2% | +39.0% | +52.0% |
| YTD | -3.9% | +30.7% | -34.6% | -8.7% |
| 1Y | +18.4% | +27.5% | -9.2% | +34.8% |
| All | +18.4% | +28.6% | -10.2% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling