+1,852.6%
AXON vs MSI
+597.7%
+1,254.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.7% |
| 7D | -14.2% | -3.7% | -10.5% | -12.4% |
| 30D | -15.4% | +6.8% | -22.2% | -19.6% |
| 3M | +0.5% | +14.3% | -13.8% | -8.0% |
| 6M | -9.5% | -1.6% | -7.9% | -9.9% |
| YTD | -9.2% | +22.8% | -32.0% | -21.1% |
| 1Y | -29.4% | -1.1% | -28.3% | -30.1% |
| 3Y | +139.4% | +70.5% | +68.9% | +70.1% |
| 5Y | +178.9% | +102.8% | +76.1% | +77.0% |
| All | +1,852.6% | +597.7% | +1,254.9% | +697.2% |
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 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