+99.1%
V vs MSI
+118.7%
-19.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +2.2% | +4.7% | -2.5% | +0.4% |
| 30D | +13.6% | +14.8% | -1.2% | +7.8% |
| 3M | +14.3% | +8.8% | +5.5% | +10.6% |
| 6M | +33.1% | +19.3% | +13.8% | +23.6% |
| YTD | +21.2% | +35.3% | -14.1% | +5.9% |
| 1Y | +26.4% | +33.8% | -7.3% | +10.9% |
| 3Y | +77.6% | +74.4% | +3.2% | +34.1% |
| All | +99.1% | +118.7% | -19.6% | +27.9% |
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