-27.1%
ADBE vs MSI
+37.5%
-64.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | +1.6% | +3.2% | -1.7% | +0.8% |
| 30D | +1.0% | +17.6% | -16.6% | -3.1% |
| 3M | -10.1% | +14.5% | -24.7% | -13.1% |
| 6M | +3.0% | +34.3% | -31.3% | -3.2% |
| YTD | -30.5% | +39.7% | -70.3% | -36.7% |
| 1Y | -27.1% | +40.2% | -67.3% | -32.2% |
| All | -27.1% | +37.5% | -64.7% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling