+38.8%
AXON vs MSI
+76.3%
-37.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -27.4% | +7.4% | -34.8% | -29.9% |
| 30D | -28.5% | +18.7% | -47.2% | -34.2% |
| 3M | -49.3% | +14.5% | -63.7% | -52.5% |
| 6M | -25.0% | +38.1% | -63.1% | -37.3% |
| YTD | -46.7% | +38.7% | -85.4% | -56.1% |
| 1Y | -48.3% | +35.4% | -83.7% | -56.7% |
| 3Y | +38.8% | +75.1% | -36.3% | +9.9% |
| All | +38.8% | +76.3% | -37.5% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling