+232.1%
W vs MSI
+676.2%
-444.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.1% |
| 7D | -3.6% | +4.7% | -8.3% | -6.9% |
| 30D | +7.0% | +14.8% | -7.8% | -3.3% |
| 3M | +7.4% | +8.8% | -1.4% | +0.5% |
| 6M | +69.3% | +19.3% | +50.0% | +46.5% |
| YTD | +11.3% | +35.3% | -24.0% | -14.0% |
| 1Y | +13.2% | +33.8% | -20.6% | -11.7% |
| 3Y | +142.0% | +74.4% | +67.6% | +44.7% |
| 5Y | -54.6% | +120.5% | -175.1% | -77.8% |
| All | +232.1% | +676.2% | -444.1% | -33.2% |
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 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