-6.0%
U vs MSI
-2.0%
-4.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.5% |
| 7D | +4.5% | -5.8% | +10.2% | +4.1% |
| 30D | -0.6% | -1.0% | +0.4% | -0.7% |
| 3M | +48.4% | +14.2% | +34.3% | +52.6% |
| 6M | +115.4% | +1.0% | +114.3% | +109.8% |
| YTD | -3.2% | +21.5% | -24.7% | -0.2% |
| 1Y | -6.0% | -2.1% | -3.9% | -13.5% |
| All | -6.0% | -2.0% | -4.0% | -13.5% |
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