-26.6%
U vs MSI
+263.5%
-290.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | +2.8% | +2.6% | +0.2% | +1.1% |
| 30D | +7.6% | +18.1% | -10.5% | -3.0% |
| 3M | +12.7% | +13.2% | -0.5% | +4.2% |
| 6M | +87.0% | +36.3% | +50.7% | +54.3% |
| YTD | +13.6% | +39.5% | -25.9% | -12.0% |
| 1Y | +25.3% | +36.9% | -11.6% | -1.5% |
| 3Y | +85.8% | +76.1% | +9.7% | +8.6% |
| 5Y | -74.5% | +123.7% | -198.2% | -88.9% |
| All | -26.6% | +263.5% | -290.1% | -76.2% |
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