+6,610.0%
AXP vs MSI
+4,035.2%
+2,574.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -2.1% | -3.7% | +1.6% | -0.9% |
| 30D | -6.5% | +6.8% | -13.4% | -8.9% |
| 3M | +4.6% | +14.3% | -9.7% | -0.5% |
| 6M | +5.4% | -1.6% | +7.0% | +5.1% |
| YTD | -11.1% | +22.8% | -33.9% | -18.3% |
| 1Y | -0.3% | -1.1% | +0.8% | -1.4% |
| 3Y | +111.6% | +70.5% | +41.1% | +71.6% |
| 5Y | +117.6% | +102.8% | +14.8% | +65.7% |
| 10Y | +474.1% | +597.4% | -123.3% | +190.9% |
| All | +6,610.0% | +4,035.2% | +2,574.8% | +999.8% |
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