-26.3%
U vs MSI
+261.4%
-287.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | +24.4% | +7.4% | +16.9% | +19.2% |
| 30D | +7.4% | +18.7% | -11.4% | -3.5% |
| 3M | +16.8% | +14.5% | +2.3% | +7.3% |
| 6M | +78.8% | +38.1% | +40.7% | +46.2% |
| YTD | +14.0% | +38.7% | -24.7% | -11.3% |
| 1Y | +16.7% | +35.4% | -18.7% | -7.5% |
| 3Y | +86.4% | +75.1% | +11.3% | +9.4% |
| 5Y | -71.5% | +126.4% | -197.9% | -87.6% |
| All | -26.3% | +261.4% | -287.7% | -76.1% |
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 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