+874.4%
BAX vs MSI
+4,457.4%
-3,583.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +12.1% | +4.7% | +7.5% | +11.4% |
| 30D | +7.6% | +14.8% | -7.2% | +5.4% |
| 3M | -4.5% | +8.8% | -13.3% | -5.7% |
| 6M | +52.0% | +19.3% | +32.7% | +47.7% |
| YTD | +35.1% | +35.3% | -0.2% | +28.6% |
| 1Y | +43.7% | +33.8% | +9.9% | +37.0% |
| 3Y | -20.9% | +74.4% | -95.4% | -27.8% |
| 5Y | -63.5% | +120.5% | -184.1% | -68.0% |
| 10Y | -36.0% | +685.2% | -721.2% | -52.7% |
| All | +874.4% | +4,457.4% | -3,583.0% | +280.8% |
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