+25,809.4%
AVGO vs MSI
+2,173.6%
+23,635.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -9.9% | +4.7% | -14.6% | -12.3% |
| 30D | -22.0% | +14.8% | -36.8% | -27.7% |
| 3M | -30.0% | +8.8% | -38.9% | -33.6% |
| 6M | -30.7% | +19.3% | -50.0% | -38.3% |
| YTD | -14.7% | +35.3% | -50.0% | -29.7% |
| 1Y | -16.8% | +33.8% | -50.6% | -31.1% |
| 3Y | +244.4% | +74.4% | +170.0% | +145.0% |
| 5Y | +474.0% | +120.5% | +353.5% | +256.8% |
| 10Y | +2,122.6% | +685.2% | +1,437.4% | +609.3% |
| All | +25,809.4% | +2,173.6% | +23,635.8% | +5,317.2% |
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