+5.9%
AMZN vs MSI
-2.5%
+8.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.8% |
| 7D | -1.0% | -4.0% | +3.0% | -1.2% |
| 30D | -9.2% | -0.5% | -8.8% | -9.2% |
| 3M | +3.4% | +11.4% | -8.0% | +4.1% |
| 6M | +18.2% | +1.0% | +17.3% | +17.3% |
| YTD | +9.3% | +20.7% | -11.3% | +13.5% |
| 1Y | +5.9% | -2.7% | +8.6% | +0.6% |
| All | +5.9% | -2.5% | +8.5% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling