+217.0%
W vs MSI
+670.3%
-453.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | +1.1% | +7.4% | -6.3% | -4.1% |
| 30D | +6.4% | +18.7% | -12.3% | -6.0% |
| 3M | +9.0% | +14.5% | -5.5% | -1.5% |
| 6M | +69.8% | +38.1% | +31.7% | +33.4% |
| YTD | +12.1% | +38.7% | -26.7% | -14.8% |
| 1Y | 0.0% | +35.4% | -35.4% | -22.6% |
| 3Y | +160.3% | +75.1% | +85.2% | +55.6% |
| 5Y | -53.3% | +126.4% | -179.7% | -77.6% |
| 10Y | +217.0% | +671.4% | -454.4% | -38.0% |
| All | +217.0% | +670.3% | -453.4% | -38.0% |
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 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