+143.3%
DELL vs MSI
+28.6%
+114.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.2% | -10.0% | -8.2% |
| 7D | -24.6% | +2.8% | -27.4% | -23.4% |
| 30D | -32.5% | +9.1% | -41.6% | -29.1% |
| 3M | -20.2% | +12.5% | -32.7% | -15.1% |
| 6M | +76.5% | +14.2% | +62.3% | +92.0% |
| YTD | +198.9% | +30.7% | +168.2% | +223.8% |
| 1Y | +143.3% | +27.5% | +115.8% | +186.8% |
| All | +143.3% | +28.6% | +114.7% | +186.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling