-54.1%
ADBE vs MSI
+69.3%
-123.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.1% |
| 7D | -10.1% | -5.8% | -4.3% | -8.5% |
| 30D | -3.0% | -1.0% | -2.0% | -2.7% |
| 3M | +5.0% | +14.2% | -9.1% | +0.9% |
| 6M | -9.3% | +1.0% | -10.3% | -10.1% |
| YTD | -26.5% | +21.5% | -48.0% | -31.8% |
| 1Y | -28.3% | -2.1% | -26.1% | -28.2% |
| 3Y | -54.1% | +69.3% | -123.4% | -65.8% |
| All | -54.1% | +69.3% | -123.4% | -65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling