-24.5%
ADSK vs MSI
+102.7%
-127.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | -2.5% | -0.4% | -2.1% | -2.3% |
| 30D | -14.9% | -0.8% | -14.1% | -14.5% |
| 3M | +3.3% | +13.9% | -10.6% | -4.6% |
| 6M | -15.7% | +1.3% | -17.0% | -16.9% |
| YTD | -28.2% | +22.3% | -50.5% | -37.7% |
| 1Y | -34.5% | -3.9% | -30.7% | -33.7% |
| 3Y | -2.9% | +69.9% | -72.8% | -38.2% |
| All | -24.5% | +102.7% | -127.2% | -61.6% |
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