+163.6%
W vs MSI
+811.0%
-647.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.1% |
| 7D | -4.2% | -3.7% | -0.5% | -1.8% |
| 30D | -7.6% | +6.8% | -14.4% | -12.4% |
| 3M | +37.2% | +14.3% | +22.9% | +24.2% |
| 6M | +26.3% | -1.6% | +27.9% | +25.7% |
| YTD | -1.0% | +22.8% | -23.8% | -17.2% |
| 1Y | +20.1% | -1.1% | +21.2% | +17.1% |
| 3Y | +37.8% | +70.5% | -32.7% | -15.1% |
| 5Y | -63.7% | +102.8% | -166.5% | -80.5% |
| 10Y | +156.3% | +597.4% | -441.1% | -41.8% |
| All | +163.6% | +811.0% | -647.4% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling