+146.2%
AAPL vs MSI
+127.9%
+18.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.6% | +1.4% |
| 7D | +1.8% | +7.7% | -5.9% | -1.6% |
| 30D | +4.3% | +19.9% | -15.6% | -3.8% |
| 3M | +16.6% | +14.9% | +1.7% | +9.5% |
| 6M | +21.6% | +37.2% | -15.6% | +4.7% |
| YTD | +31.2% | +40.8% | -9.6% | +9.0% |
| 1Y | +29.6% | +38.1% | -8.6% | +8.7% |
| 3Y | +93.1% | +77.7% | +15.4% | +34.5% |
| 5Y | +146.2% | +129.0% | +17.2% | +41.6% |
| All | +146.2% | +127.9% | +18.3% | +41.6% |
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