+3,847.4%
ANET vs MSI
+605.3%
+3,242.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.3% |
| 7D | +3.0% | -0.4% | +3.4% | +3.3% |
| 30D | -5.2% | -0.8% | -4.4% | -5.0% |
| 3M | +27.6% | +13.9% | +13.7% | +15.4% |
| 6M | +44.4% | +1.3% | +43.0% | +40.5% |
| YTD | +52.3% | +22.3% | +30.0% | +28.5% |
| 1Y | +30.4% | -3.9% | +34.3% | +30.3% |
| 3Y | +313.3% | +69.9% | +243.4% | +170.1% |
| 5Y | +810.0% | +103.8% | +706.2% | +418.9% |
| All | +3,847.4% | +605.3% | +3,242.1% | +830.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling