+14.8%
W vs MSI
-2.0%
+16.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +6.5% | -5.8% | +12.2% | +7.2% |
| 30D | -6.2% | -1.0% | -5.2% | -6.1% |
| 3M | +48.9% | +14.2% | +34.7% | +46.7% |
| 6M | +31.2% | +1.0% | +30.1% | +28.3% |
| YTD | -0.4% | +21.5% | -21.9% | -4.0% |
| 1Y | +14.8% | -2.1% | +17.0% | +13.7% |
| All | +14.8% | -2.0% | +16.8% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling