+3,297.7%
V vs MSI
+1,673.4%
+1,624.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | -0.4% | +2.6% | -2.9% | -1.4% |
| 30D | +6.3% | +18.1% | -11.8% | -0.6% |
| 3M | +17.2% | +13.2% | +4.0% | +11.3% |
| 6M | +29.2% | +36.3% | -7.0% | +13.6% |
| YTD | +20.8% | +39.5% | -18.7% | +4.1% |
| 1Y | +25.0% | +36.9% | -11.9% | +8.5% |
| 3Y | +75.3% | +76.1% | -0.8% | +35.6% |
| 5Y | +105.8% | +123.7% | -17.9% | +42.6% |
| 10Y | +451.9% | +664.3% | -212.4% | +135.6% |
| All | +3,297.7% | +1,673.4% | +1,624.3% | +787.8% |
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