+875.9%
BAX vs MSI
+4,035.2%
-3,159.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | -1.1% | -3.7% | +2.5% | -0.6% |
| 30D | -5.5% | +6.8% | -12.3% | -6.4% |
| 3M | +33.5% | +14.3% | +19.2% | +30.9% |
| 6M | +35.9% | -1.6% | +37.4% | +35.9% |
| YTD | +35.4% | +22.8% | +12.6% | +30.7% |
| 1Y | +9.8% | -1.1% | +10.9% | +9.3% |
| 3Y | -32.7% | +70.5% | -103.2% | -38.4% |
| 5Y | -65.6% | +102.8% | -168.4% | -69.4% |
| 10Y | -34.9% | +597.4% | -632.3% | -51.0% |
| All | +875.9% | +4,035.2% | -3,159.3% | +287.0% |
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 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