-64.5%
ADBE vs MSI
+123.5%
-188.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -2.2% |
| 7D | -5.6% | +8.3% | -14.0% | -9.6% |
| 30D | -2.0% | +18.9% | -20.9% | -10.5% |
| 3M | -10.5% | +13.2% | -23.7% | -16.2% |
| 6M | -6.2% | +38.3% | -44.5% | -21.1% |
| YTD | -32.2% | +38.9% | -71.1% | -44.3% |
| 1Y | -27.4% | +36.7% | -64.1% | -39.8% |
| 3Y | -58.9% | +76.6% | -135.5% | -73.0% |
| 5Y | -64.5% | +124.5% | -189.0% | -81.0% |
| All | -64.5% | +123.5% | -188.0% | -81.0% |
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 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