+1,060.5%
AXON vs MSI
+683.5%
+377.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.4% |
| 7D | -25.6% | +7.7% | -33.3% | -28.9% |
| 30D | -23.9% | +19.9% | -43.8% | -31.6% |
| 3M | -50.4% | +14.9% | -65.4% | -54.4% |
| 6M | -20.0% | +37.2% | -57.3% | -34.3% |
| YTD | -44.5% | +40.8% | -85.2% | -55.4% |
| 1Y | -44.9% | +38.1% | -83.0% | -55.3% |
| 3Y | +44.7% | +77.7% | -33.0% | +0.5% |
| 5Y | +86.7% | +129.0% | -42.3% | +10.5% |
| 10Y | +1,060.5% | +671.3% | +389.2% | +300.8% |
| All | +1,060.5% | +683.5% | +377.0% | +300.8% |
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