+58.2%
BMY vs MSI
+670.3%
-612.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.8% | +7.4% | -5.6% | 0.0% |
| 30D | +6.2% | +18.7% | -12.5% | +1.8% |
| 3M | -2.1% | +14.5% | -16.6% | -5.4% |
| 6M | +14.3% | +38.1% | -23.9% | +5.2% |
| YTD | +21.6% | +38.7% | -17.1% | +11.5% |
| 1Y | +38.8% | +35.4% | +3.4% | +27.9% |
| 3Y | +42.9% | +75.1% | -32.2% | +21.3% |
| 5Y | +30.1% | +126.4% | -96.3% | +1.5% |
| 10Y | +58.2% | +671.4% | -613.2% | -11.6% |
| All | +58.2% | +670.3% | -612.1% | -11.6% |
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