+42.1%
U vs MSI
+37.5%
+4.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.1% | +5.2% |
| 7D | +2.6% | +3.2% | -0.7% | +2.4% |
| 30D | +27.6% | +17.6% | +10.0% | +27.5% |
| 3M | +15.3% | +14.5% | +0.8% | +15.2% |
| 6M | +96.4% | +34.3% | +62.1% | +105.3% |
| YTD | +19.6% | +39.7% | -20.2% | +23.8% |
| 1Y | +42.1% | +40.2% | +2.0% | +59.0% |
| All | +42.1% | +37.5% | +4.6% | +59.0% |
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