-68.0%
U vs MSI
+100.4%
-168.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.3% |
| 7D | +4.5% | -5.8% | +10.2% | +8.5% |
| 30D | -0.6% | -1.0% | +0.4% | -0.1% |
| 3M | +48.4% | +14.2% | +34.3% | +36.0% |
| 6M | +115.4% | +1.0% | +114.3% | +111.1% |
| YTD | -3.2% | +21.5% | -24.7% | -19.5% |
| 1Y | -6.0% | -2.1% | -3.9% | -7.2% |
| 3Y | +13.5% | +69.3% | -55.9% | -40.7% |
| 5Y | -68.0% | +99.3% | -167.3% | -87.2% |
| All | -68.0% | +100.4% | -168.4% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling