+25.3%
U vs MSI
+36.2%
-10.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | +2.8% | +2.6% | +0.2% | +2.6% |
| 30D | +7.6% | +18.1% | -10.5% | +7.1% |
| 3M | +12.7% | +13.2% | -0.5% | +12.1% |
| 6M | +87.0% | +36.3% | +50.7% | +95.3% |
| YTD | +13.6% | +39.5% | -25.9% | +11.8% |
| 1Y | +25.3% | +36.9% | -11.6% | +38.7% |
| All | +25.3% | +36.2% | -10.9% | +38.7% |
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 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