+2,660.6%
AVGO vs MSI
+664.3%
+1,996.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -4.9% | -4.8% |
| 7D | +18.2% | +3.2% | +14.9% | +16.3% |
| 30D | +0.2% | +17.6% | -17.4% | -8.5% |
| 3M | -16.8% | +14.5% | -31.3% | -23.2% |
| 6M | -16.5% | +34.3% | -50.7% | -30.1% |
| YTD | +0.8% | +39.7% | -38.9% | -19.4% |
| 1Y | +2.8% | +40.2% | -37.3% | -18.1% |
| 3Y | +278.5% | +77.1% | +201.4% | +159.1% |
| 5Y | +573.1% | +124.0% | +449.0% | +294.9% |
| All | +2,660.6% | +664.3% | +1,996.3% | +731.3% |
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