-37.1%
BAX vs MSI
+590.9%
-628.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.4% |
| 7D | -2.4% | -5.8% | +3.3% | -0.6% |
| 30D | -9.7% | -1.0% | -8.8% | -9.5% |
| 3M | +29.3% | +14.2% | +15.1% | +23.7% |
| 6M | +40.7% | +1.0% | +39.6% | +39.4% |
| YTD | +30.3% | +21.5% | +8.8% | +20.6% |
| 1Y | +3.4% | -2.1% | +5.5% | +3.0% |
| 3Y | -32.0% | +69.3% | -101.4% | -45.2% |
| 5Y | -66.9% | +99.3% | -166.2% | -75.2% |
| 10Y | -37.1% | +595.0% | -632.1% | -67.0% |
| All | -37.1% | +590.9% | -628.0% | -67.0% |
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