+85.9%
AMZN vs MSI
+69.3%
+16.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | +0.8% | -5.8% | +6.6% | +2.0% |
| 30D | -6.4% | -1.0% | -5.4% | -6.2% |
| 3M | +4.8% | +14.2% | -9.4% | +1.7% |
| 6M | +20.5% | +1.0% | +19.5% | +20.1% |
| YTD | +11.3% | +21.5% | -10.1% | +5.0% |
| 1Y | +9.0% | -2.1% | +11.1% | +10.0% |
| 3Y | +85.9% | +69.3% | +16.6% | +45.5% |
| All | +85.9% | +69.3% | +16.6% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling