-39.0%
U vs MSI
+219.9%
-259.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.4% |
| 7D | -3.8% | -3.7% | -0.1% | -1.6% |
| 30D | +17.5% | +6.8% | +10.6% | +12.9% |
| 3M | +38.7% | +14.3% | +24.4% | +27.7% |
| 6M | +104.4% | -1.6% | +106.0% | +104.3% |
| YTD | -5.7% | +22.8% | -28.5% | -20.9% |
| 1Y | +3.7% | -1.1% | +4.8% | +1.7% |
| 3Y | +12.3% | +70.5% | -58.1% | -35.6% |
| 5Y | -68.8% | +102.8% | -171.6% | -85.5% |
| All | -39.0% | +219.9% | -259.0% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling