+2,926.4%
V vs MSI
+1,460.9%
+1,465.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -1.7% | -3.7% | +2.0% | -0.3% |
| 30D | +2.0% | +6.8% | -4.9% | -0.9% |
| 3M | +17.4% | +14.3% | +3.1% | +10.9% |
| 6M | +17.5% | -1.6% | +19.1% | +17.2% |
| YTD | +7.6% | +22.8% | -15.2% | -2.3% |
| 1Y | +7.7% | -1.1% | +8.8% | +6.6% |
| 3Y | +54.7% | +70.5% | -15.8% | +21.1% |
| 5Y | +73.0% | +102.8% | -29.8% | +24.6% |
| 10Y | +390.9% | +597.4% | -206.6% | +117.8% |
| All | +2,926.4% | +1,460.9% | +1,465.5% | +733.2% |
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