+209.8%
W vs MSI
+930.2%
-720.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +2.8% |
| 7D | +3.3% | +8.3% | -5.0% | -2.5% |
| 30D | +10.5% | +18.9% | -8.3% | -2.2% |
| 3M | +9.6% | +13.2% | -3.6% | +0.1% |
| 6M | +76.4% | +38.3% | +38.1% | +39.3% |
| YTD | +16.4% | +38.9% | -22.5% | -10.9% |
| 1Y | +9.3% | +36.7% | -27.3% | -15.3% |
| 3Y | +172.8% | +76.6% | +96.3% | +65.6% |
| 5Y | -53.4% | +124.5% | -177.8% | -76.7% |
| 10Y | +243.6% | +674.5% | -430.9% | -27.8% |
| All | +209.8% | +930.2% | -720.4% | -54.5% |
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