+4,745.6%
ADSK vs MSI
+4,035.2%
+710.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.9% | -7.4% | -7.9% |
| 7D | -16.4% | -3.7% | -12.7% | -15.2% |
| 30D | -9.2% | +6.8% | -16.0% | -11.7% |
| 3M | -6.7% | +14.3% | -21.0% | -11.5% |
| 6M | -15.5% | -1.6% | -13.9% | -15.4% |
| YTD | -26.4% | +22.8% | -49.2% | -32.6% |
| 1Y | -31.9% | -1.1% | -30.8% | -32.4% |
| 3Y | -1.0% | +70.5% | -71.4% | -20.9% |
| 5Y | -24.5% | +102.8% | -127.3% | -43.3% |
| 10Y | +220.4% | +597.4% | -377.0% | +54.7% |
| All | +4,745.6% | +4,035.2% | +710.4% | +541.8% |
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 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