-63.1%
W vs MSI
+103.4%
-166.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.1% |
| 7D | -4.2% | -3.7% | -0.5% | -1.9% |
| 30D | -7.6% | +6.8% | -14.4% | -12.2% |
| 3M | +37.2% | +14.3% | +22.9% | +24.7% |
| 6M | +26.3% | -1.6% | +27.9% | +26.2% |
| YTD | -1.0% | +22.8% | -23.8% | -17.4% |
| 1Y | +20.1% | -1.1% | +21.2% | +18.2% |
| 3Y | +37.8% | +70.5% | -32.7% | -24.6% |
| All | -63.1% | +103.4% | -166.5% | -85.3% |
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