+119.7%
AXP vs MSI
+78.6%
+41.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -3.2% |
| 7D | +0.4% | +5.1% | -4.7% | -0.8% |
| 30D | +7.0% | +13.3% | -6.3% | +3.9% |
| 3M | -6.6% | +18.3% | -24.9% | -10.3% |
| 6M | +3.5% | +18.7% | -15.2% | -0.9% |
| YTD | -11.2% | +36.0% | -47.2% | -19.6% |
| 1Y | -10.2% | +32.6% | -42.7% | -17.8% |
| All | +119.7% | +78.6% | +41.2% | +87.4% |
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