+455.4%
V vs MSI
+672.0%
-216.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.8% | +7.4% | -6.6% | -2.7% |
| 30D | +9.9% | +18.7% | -8.8% | +1.2% |
| 3M | +17.5% | +14.5% | +3.1% | +9.9% |
| 6M | +33.5% | +38.1% | -4.7% | +13.5% |
| YTD | +21.6% | +38.7% | -17.2% | +1.6% |
| 1Y | +27.6% | +35.4% | -7.8% | +7.9% |
| 3Y | +76.4% | +75.1% | +1.3% | +27.6% |
| 5Y | +103.8% | +126.4% | -22.6% | +25.5% |
| All | +455.4% | +672.0% | -216.6% | +94.1% |
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