+2,662.4%
DELL vs MSI
+664.3%
+1,998.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.2% | -7.3% | -7.2% |
| 7D | +4.9% | +3.2% | +1.6% | +3.6% |
| 30D | -32.1% | +17.6% | -49.7% | -36.9% |
| 3M | -30.2% | +14.5% | -44.8% | -34.8% |
| 6M | +41.7% | +34.3% | +7.5% | +21.7% |
| YTD | +176.6% | +39.7% | +136.9% | +128.3% |
| 1Y | +159.9% | +40.2% | +119.8% | +114.0% |
| 3Y | +388.0% | +77.1% | +310.8% | +247.4% |
| 5Y | +578.2% | +124.0% | +454.2% | +320.2% |
| All | +2,662.4% | +664.3% | +1,998.0% | +867.5% |
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