-55.9%
W vs MSI
+124.3%
-180.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.2% | +3.2% | -3.1% | -1.8% |
| 30D | +6.8% | +17.6% | -10.8% | -4.1% |
| 3M | +10.7% | +14.5% | -3.9% | +0.9% |
| 6M | +86.3% | +34.3% | +52.1% | +52.1% |
| YTD | +11.5% | +39.7% | -28.3% | -14.8% |
| 1Y | +5.1% | +40.2% | -35.1% | -20.0% |
| 3Y | +171.0% | +77.1% | +93.8% | +49.1% |
| All | -55.9% | +124.3% | -180.2% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling