-33.9%
BAX vs MSI
+689.5%
-723.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.6% |
| 7D | +9.0% | +8.3% | +0.7% | +6.3% |
| 30D | +8.5% | +18.9% | -10.4% | +2.6% |
| 3M | -4.1% | +13.2% | -17.3% | -7.9% |
| 6M | +46.9% | +38.3% | +8.7% | +32.1% |
| YTD | +38.4% | +38.9% | -0.5% | +22.6% |
| 1Y | +47.0% | +36.7% | +10.3% | +30.9% |
| 3Y | -14.9% | +76.6% | -91.5% | -32.0% |
| 5Y | -62.5% | +124.5% | -187.0% | -73.0% |
| 10Y | -33.9% | +674.5% | -708.4% | -67.6% |
| All | -33.9% | +689.5% | -723.4% | -67.6% |
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