-64.2%
BAX vs MSI
+124.3%
-188.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | +3.2% | -3.2% | -0.6% |
| 30D | +4.1% | +17.6% | -13.5% | +0.5% |
| 3M | -4.5% | +14.5% | -19.1% | -7.3% |
| 6M | +49.2% | +34.3% | +15.0% | +39.9% |
| YTD | +35.2% | +39.7% | -4.5% | +24.2% |
| 1Y | +38.3% | +40.2% | -1.9% | +26.8% |
| 3Y | -19.0% | +77.1% | -96.2% | -31.3% |
| All | -64.2% | +124.3% | -188.5% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling