+22,327.1%
ADBE vs MSI
+4,035.2%
+18,291.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.3% |
| 7D | -8.6% | -3.7% | -4.9% | -7.0% |
| 30D | +2.8% | +6.8% | -4.1% | -0.5% |
| 3M | +3.1% | +14.3% | -11.2% | -3.1% |
| 6M | -2.4% | -1.6% | -0.8% | -2.7% |
| YTD | -23.9% | +22.8% | -46.6% | -31.6% |
| 1Y | -22.6% | -1.1% | -21.5% | -23.5% |
| 3Y | -52.7% | +70.5% | -123.2% | -64.0% |
| 5Y | -60.0% | +102.8% | -162.8% | -71.8% |
| 10Y | +157.3% | +597.4% | -440.1% | +2.1% |
| All | +22,327.1% | +4,035.2% | +18,291.9% | +2,072.3% |
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