+1,237.1%
AAPL vs MSI
+593.5%
+643.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -3.0% | -4.0% | +1.0% | -1.1% |
| 30D | +2.3% | -0.5% | +2.7% | +2.5% |
| 3M | +8.6% | +11.4% | -2.8% | +2.7% |
| 6M | +21.6% | +1.0% | +20.6% | +19.5% |
| YTD | +16.3% | +20.7% | -4.3% | +3.6% |
| 1Y | +35.1% | -2.7% | +37.7% | +34.1% |
| 3Y | +79.4% | +68.2% | +11.2% | +31.1% |
| 5Y | +109.8% | +100.0% | +9.9% | +38.1% |
| 10Y | +1,237.1% | +596.9% | +640.2% | +484.0% |
| All | +1,237.1% | +593.5% | +643.5% | +484.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling