+111.1%
AXP vs MSI
+70.3%
+40.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -2.1% | -3.7% | +1.6% | -1.3% |
| 30D | -6.5% | +6.8% | -13.4% | -8.1% |
| 3M | +4.6% | +14.3% | -9.7% | +1.0% |
| 6M | +5.4% | -1.6% | +7.0% | +6.0% |
| YTD | -11.1% | +22.8% | -33.9% | -17.5% |
| 1Y | -0.3% | -1.1% | +0.8% | +0.5% |
| All | +111.1% | +70.3% | +40.7% | +80.5% |
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 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