+16.7%
U vs MSI
+36.5%
-19.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +24.4% | +7.4% | +16.9% | +23.7% |
| 30D | +7.4% | +18.7% | -11.4% | +6.9% |
| 3M | +16.8% | +14.5% | +2.3% | +16.2% |
| 6M | +78.8% | +38.1% | +40.7% | +88.7% |
| YTD | +14.0% | +38.7% | -24.7% | +11.3% |
| 1Y | +16.7% | +35.4% | -18.7% | +29.3% |
| All | +16.7% | +36.5% | -19.8% | +29.3% |
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