+6,606.2%
AXP vs MSI
+4,479.6%
+2,126.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -3.7% |
| 7D | +0.4% | +5.1% | -4.7% | -1.4% |
| 30D | +7.0% | +13.3% | -6.3% | +2.4% |
| 3M | -6.6% | +18.3% | -24.9% | -12.2% |
| 6M | +3.5% | +18.7% | -15.2% | -3.4% |
| YTD | -11.2% | +36.0% | -47.2% | -21.3% |
| 1Y | -10.2% | +32.6% | -42.7% | -19.7% |
| 3Y | +120.0% | +78.3% | +41.7% | +75.8% |
| 5Y | +95.6% | +121.6% | -26.0% | +44.4% |
| 10Y | +468.1% | +689.0% | -220.9% | +176.0% |
| All | +6,606.2% | +4,479.6% | +2,126.6% | +959.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling