+2,475.6%
AVGO vs MSI
+670.3%
+1,805.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | 0.0% | +7.4% | -7.5% | -4.0% |
| 30D | -8.2% | +18.7% | -26.9% | -16.6% |
| 3M | -21.3% | +14.5% | -35.7% | -27.3% |
| 6M | -22.5% | +38.1% | -60.6% | -36.2% |
| YTD | -3.6% | +38.7% | -42.3% | -22.6% |
| 1Y | -6.7% | +35.4% | -42.1% | -24.1% |
| 3Y | +258.1% | +75.1% | +183.1% | +146.8% |
| 5Y | +560.9% | +126.4% | +434.5% | +285.6% |
| 10Y | +2,475.6% | +671.4% | +1,804.2% | +676.7% |
| All | +2,475.6% | +670.3% | +1,805.3% | +676.7% |
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