+1,637.4%
BMY vs MSI
+4,576.6%
-2,939.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.4% |
| 7D | -1.4% | +8.3% | -9.7% | -2.7% |
| 30D | +5.1% | +18.9% | -13.8% | +2.2% |
| 3M | -3.0% | +13.2% | -16.2% | -5.0% |
| 6M | +13.1% | +38.3% | -25.2% | +7.0% |
| YTD | +20.3% | +38.9% | -18.5% | +13.6% |
| 1Y | +39.0% | +36.7% | +2.3% | +31.5% |
| 3Y | +42.0% | +76.6% | -34.6% | +28.0% |
| 5Y | +28.5% | +124.5% | -95.9% | +10.5% |
| 10Y | +57.5% | +674.5% | -617.0% | +9.7% |
| All | +1,637.4% | +4,576.6% | -2,939.2% | +513.0% |
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