+271,732.3%
AMZN vs MSI
+927.2%
+270,805.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.4% |
| 7D | +0.1% | +7.7% | -7.6% | -3.2% |
| 30D | +2.6% | +19.9% | -17.4% | -5.5% |
| 3M | -2.2% | +14.9% | -17.2% | -8.4% |
| 6M | -1.0% | +37.2% | -38.3% | -14.6% |
| YTD | +15.3% | +40.8% | -25.5% | -2.6% |
| 1Y | +6.9% | +38.1% | -31.3% | -9.0% |
| 3Y | +85.4% | +77.7% | +7.7% | +38.8% |
| 5Y | +53.3% | +129.0% | -75.7% | +2.5% |
| 10Y | +620.3% | +671.3% | -50.9% | +169.8% |
| All | +271,732.3% | +927.2% | +270,805.1% | +43,128.4% |
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 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