+158.7%
AMGN vs MSI
+128.3%
+30.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | -2.2% | +7.7% | -9.9% | -3.9% |
| 30D | +12.1% | +19.9% | -7.8% | +7.3% |
| 3M | +13.6% | +14.9% | -1.3% | +9.8% |
| 6M | +43.9% | +37.2% | +6.7% | +32.9% |
| YTD | +45.9% | +40.8% | +5.2% | +33.1% |
| 1Y | +42.1% | +38.1% | +4.0% | +30.3% |
| 3Y | +91.6% | +77.7% | +13.9% | +62.9% |
| All | +158.7% | +128.3% | +30.4% | +108.5% |
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 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