+156.4%
ADBE vs MSI
+593.5%
-437.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.6% |
| 7D | -8.9% | -4.0% | -4.9% | -6.9% |
| 30D | -6.6% | -0.5% | -6.2% | -6.4% |
| 3M | +7.1% | +11.4% | -4.3% | +0.8% |
| 6M | -9.8% | +1.0% | -10.7% | -11.3% |
| YTD | -27.2% | +20.7% | -47.8% | -35.6% |
| 1Y | -28.0% | -2.7% | -25.3% | -28.3% |
| 3Y | -54.5% | +68.2% | -122.7% | -68.2% |
| 5Y | -61.5% | +100.0% | -161.4% | -76.0% |
| 10Y | +156.4% | +596.9% | -440.4% | -9.5% |
| All | +156.4% | +593.5% | -437.1% | -9.5% |
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 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