+25.0%
V vs MSI
+36.2%
-11.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | -0.4% | +2.6% | -2.9% | -0.5% |
| 30D | +6.3% | +18.1% | -11.8% | +4.8% |
| 3M | +17.2% | +13.2% | +4.0% | +15.8% |
| 6M | +29.2% | +36.3% | -7.0% | +26.7% |
| YTD | +20.8% | +39.5% | -18.7% | +20.4% |
| 1Y | +25.0% | +36.9% | -11.9% | +27.0% |
| All | +25.0% | +36.2% | -11.2% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling