+345.6%
AVGO vs MSI
+69.3%
+276.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.3% |
| 7D | -0.3% | -5.8% | +5.4% | +1.7% |
| 30D | -13.8% | -1.0% | -12.9% | -13.7% |
| 3M | -6.9% | +14.2% | -21.1% | -11.9% |
| 6M | +11.9% | +1.0% | +10.9% | +11.2% |
| YTD | +6.9% | +21.5% | -14.6% | -5.5% |
| 1Y | +7.4% | -2.1% | +9.5% | +9.1% |
| 3Y | +345.6% | +69.3% | +276.2% | +208.5% |
| All | +345.6% | +69.3% | +276.3% | +208.5% |
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