-48.1%
AXON vs MSI
+36.7%
-84.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.8% | -3.7% |
| 7D | -28.7% | +8.3% | -37.1% | -30.1% |
| 30D | -28.3% | +18.9% | -47.2% | -31.3% |
| 3M | -46.9% | +13.2% | -60.1% | -48.5% |
| 6M | -24.9% | +38.3% | -63.1% | -32.5% |
| YTD | -46.6% | +38.9% | -85.5% | -50.5% |
| All | -48.1% | +36.7% | -84.8% | -49.7% |
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