+215.4%
ADSK vs MSI
+605.3%
-389.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | -2.5% | -0.4% | -2.1% | -2.2% |
| 30D | -14.9% | -0.8% | -14.1% | -14.4% |
| 3M | +3.3% | +13.9% | -10.6% | -5.5% |
| 6M | -15.7% | +1.3% | -17.0% | -17.2% |
| YTD | -28.2% | +22.3% | -50.5% | -38.5% |
| 1Y | -34.5% | -3.9% | -30.7% | -34.2% |
| 3Y | -2.9% | +69.9% | -72.8% | -36.9% |
| 5Y | -25.3% | +103.8% | -129.1% | -58.1% |
| All | +215.4% | +605.3% | -389.9% | -22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling