+449.7%
V vs MSI
+676.2%
-226.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +2.2% | +4.7% | -2.5% | -0.1% |
| 30D | +13.6% | +14.8% | -1.2% | +6.3% |
| 3M | +14.3% | +8.8% | +5.5% | +9.5% |
| 6M | +33.1% | +19.3% | +13.8% | +21.0% |
| YTD | +21.2% | +35.3% | -14.1% | +2.6% |
| 1Y | +26.4% | +33.8% | -7.3% | +7.5% |
| 3Y | +77.6% | +74.4% | +3.2% | +28.5% |
| 5Y | +102.6% | +120.5% | -17.9% | +26.3% |
| All | +449.7% | +676.2% | -226.5% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling