+30,355.4%
AVGO vs MSI
+2,265.1%
+28,090.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.2% |
| 7D | +6.1% | +7.7% | -1.6% | +1.9% |
| 30D | -2.7% | +19.9% | -22.6% | -11.7% |
| 3M | -16.9% | +14.9% | -31.8% | -23.2% |
| 6M | -19.1% | +37.2% | -56.4% | -32.5% |
| YTD | +0.3% | +40.8% | -40.5% | -19.0% |
| 1Y | -1.2% | +38.1% | -39.3% | -19.4% |
| 3Y | +272.4% | +77.7% | +194.7% | +162.8% |
| 5Y | +579.0% | +129.0% | +450.0% | +314.4% |
| 10Y | +2,584.7% | +671.3% | +1,913.5% | +764.4% |
| All | +30,355.4% | +2,265.1% | +28,090.3% | +6,146.9% |
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