+1,749.1%
BMY vs MSI
+4,035.2%
-2,286.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +0.4% | -3.7% | +4.1% | +1.0% |
| 30D | +5.0% | +6.8% | -1.8% | +3.8% |
| 3M | +19.4% | +14.3% | +5.1% | +16.7% |
| 6M | +9.5% | -1.6% | +11.1% | +9.5% |
| YTD | +28.1% | +22.8% | +5.3% | +23.4% |
| 1Y | +50.0% | -1.1% | +51.1% | +49.5% |
| 3Y | +24.1% | +70.5% | -46.4% | +12.6% |
| 5Y | +25.0% | +102.8% | -77.8% | +9.2% |
| 10Y | +68.7% | +597.4% | -528.8% | +19.5% |
| All | +1,749.1% | +4,035.2% | -2,286.0% | +566.0% |
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