+8.7%
AMZN vs MSI
+35.5%
-26.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +8.0% | +7.4% | +0.6% | +7.9% |
| 30D | +3.2% | +18.7% | -15.5% | +2.7% |
| 3M | -2.6% | +14.5% | -17.0% | -2.9% |
| 6M | -0.7% | +38.1% | -38.8% | -2.0% |
| YTD | +17.4% | +38.7% | -21.4% | +8.0% |
| All | +8.7% | +35.5% | -26.7% | +6.4% |
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