-46.7%
AXON vs MSI
+32.4%
-79.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.5% | -17.7% | -18.1% |
| 7D | -26.8% | +4.7% | -31.5% | -27.6% |
| 30D | -22.9% | +14.8% | -37.7% | -25.5% |
| 3M | -40.1% | +8.8% | -48.9% | -41.4% |
| 6M | -18.9% | +19.3% | -38.2% | -23.7% |
| YTD | -44.9% | +35.3% | -80.2% | -48.4% |
| 1Y | -46.7% | +33.8% | -80.5% | -48.5% |
| All | -46.7% | +32.4% | -79.1% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling