+448.7%
AXP vs MSI
+676.2%
-227.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +0.6% | +4.7% | -4.1% | -2.0% |
| 30D | +5.8% | +14.8% | -8.9% | -2.0% |
| 3M | -6.0% | +8.8% | -14.8% | -10.5% |
| 6M | +0.3% | +19.3% | -19.0% | -10.5% |
| YTD | -12.3% | +35.3% | -47.6% | -28.1% |
| 1Y | -11.2% | +33.8% | -45.0% | -26.8% |
| 3Y | +117.0% | +74.4% | +42.6% | +47.6% |
| 5Y | +93.2% | +120.5% | -27.3% | +10.5% |
| All | +448.7% | +676.2% | -227.5% | +79.6% |
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