-68.4%
U vs MSI
+118.7%
-187.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.8% |
| 7D | +36.6% | +4.7% | +31.9% | +32.9% |
| 30D | +13.3% | +14.8% | -1.4% | +3.6% |
| 3M | +26.2% | +8.8% | +17.4% | +19.2% |
| 6M | +88.7% | +19.3% | +69.4% | +66.3% |
| YTD | +16.6% | +35.3% | -18.8% | -9.5% |
| 1Y | +29.0% | +33.8% | -4.8% | +1.1% |
| 3Y | +99.5% | +74.4% | +25.1% | +7.0% |
| All | -68.4% | +118.7% | -187.2% | -88.2% |
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