+60.1%
BMY vs MSI
+664.3%
-604.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +2.1% | +3.2% | -1.2% | +1.3% |
| 30D | +7.0% | +17.6% | -10.6% | +2.8% |
| 3M | -0.9% | +14.5% | -15.4% | -4.2% |
| 6M | +14.9% | +34.3% | -19.3% | +6.6% |
| YTD | +22.8% | +39.7% | -16.9% | +12.4% |
| 1Y | +36.2% | +40.2% | -3.9% | +24.5% |
| 3Y | +45.7% | +77.1% | -31.5% | +23.3% |
| 5Y | +31.3% | +124.0% | -92.8% | +2.8% |
| All | +60.1% | +664.3% | -604.3% | -11.3% |
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