+19,894.3%
ADBE vs MSI
+4,640.9%
+15,253.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.3% |
| 7D | -4.4% | +7.7% | -12.1% | -7.6% |
| 30D | -0.2% | +19.9% | -20.1% | -8.2% |
| 3M | -9.9% | +14.9% | -24.8% | -15.4% |
| 6M | -3.5% | +37.2% | -40.7% | -16.7% |
| YTD | -32.1% | +40.8% | -72.9% | -42.7% |
| 1Y | -28.7% | +38.1% | -66.8% | -39.3% |
| 3Y | -60.2% | +77.7% | -137.9% | -70.3% |
| 5Y | -63.1% | +129.0% | -192.1% | -75.4% |
| 10Y | +129.2% | +671.3% | -542.1% | -13.1% |
| All | +19,894.3% | +4,640.9% | +15,253.4% | +1,719.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling