+31,416.6%
AVGO vs MSI
+1,963.0%
+29,453.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | -3.0% | -3.7% | +0.7% | -1.1% |
| 30D | -14.4% | +6.8% | -21.3% | -17.7% |
| 3M | -14.4% | +14.3% | -28.7% | -20.9% |
| 6M | +13.1% | -1.6% | +14.7% | +11.9% |
| YTD | +3.8% | +22.8% | -19.0% | -9.6% |
| 1Y | +17.8% | -1.1% | +18.9% | +15.0% |
| 3Y | +325.3% | +70.5% | +254.8% | +206.9% |
| 5Y | +689.9% | +102.8% | +587.1% | +415.0% |
| 10Y | +2,597.0% | +597.4% | +1,999.6% | +818.9% |
| All | +31,416.6% | +1,963.0% | +29,453.7% | +6,870.2% |
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